+844.3%
ELV vs IOVA
-92.6%
+936.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.1% |
| 7D | +1.0% | -3.5% | +4.4% | +1.0% |
| 30D | +0.4% | -45.4% | +45.8% | +1.0% |
| 3M | +8.4% | +19.0% | -10.6% | +7.8% |
| 6M | +8.4% | +112.0% | -103.6% | +6.8% |
| YTD | +24.4% | +184.2% | -159.9% | +21.7% |
| 1Y | +33.5% | +222.0% | -188.5% | +30.4% |
| 3Y | -2.1% | +92.6% | -94.6% | -4.8% |
| 5Y | +5.8% | -63.2% | +69.0% | +3.9% |
| 10Y | +268.9% | +2.1% | +266.8% | +257.6% |
| All | +844.3% | -92.6% | +936.9% | +793.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling