+100.5%
ENB vs IOVA
+4.5%
+96.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.5% |
| 7D | -0.3% | -2.2% | +1.9% | -0.2% |
| 30D | -1.1% | +31.7% | -32.8% | -2.5% |
| 3M | -8.5% | +117.3% | -125.7% | -12.5% |
| 6M | -4.5% | +55.8% | -60.4% | -7.7% |
| YTD | +9.1% | +208.8% | -199.7% | +1.4% |
| 1Y | +8.0% | +255.7% | -247.7% | -1.0% |
| 3Y | +77.8% | +41.7% | +36.1% | +61.5% |
| 5Y | +69.4% | -64.9% | +134.3% | +61.7% |
| 10Y | +100.5% | +6.3% | +94.2% | +84.1% |
| All | +100.5% | +4.5% | +96.0% | +84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling