+791.7%
ELV vs IOVA
-91.6%
+883.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.8% |
| 7D | +3.3% | +9.7% | -6.4% | +3.2% |
| 30D | +4.2% | +102.5% | -98.4% | +3.1% |
| 3M | -0.1% | +100.7% | -100.8% | -1.2% |
| 6M | +41.3% | +106.3% | -65.1% | +39.4% |
| YTD | +17.4% | +222.0% | -204.5% | +15.1% |
| 1Y | +35.1% | +299.5% | -264.5% | +31.7% |
| 3Y | -3.2% | +42.9% | -46.2% | -5.5% |
| 5Y | +15.6% | -65.0% | +80.6% | +13.8% |
| 10Y | +276.8% | +10.3% | +266.5% | +265.6% |
| All | +791.7% | -91.6% | +883.3% | +744.9% |
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