+113.5%
ENB vs IOVA
+0.8%
+112.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | +3.1% | -3.5% | +6.6% | +3.3% |
| 30D | +2.1% | -45.4% | +47.5% | +4.3% |
| 3M | -4.4% | +19.0% | -23.4% | -6.3% |
| 6M | -10.1% | +112.0% | -122.1% | -14.9% |
| YTD | +5.2% | +184.2% | -179.1% | -2.8% |
| 1Y | +4.2% | +222.0% | -217.7% | -4.5% |
| 3Y | +70.1% | +92.6% | -22.5% | +50.4% |
| 5Y | +59.4% | -63.2% | +122.6% | +49.9% |
| All | +113.5% | +0.8% | +112.7% | +90.2% |
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