+68.9%
ENB vs IOVA
+90.0%
-21.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.1% |
| 7D | -3.7% | +1.9% | -5.5% | -3.7% |
| 30D | +1.7% | -44.1% | +45.8% | +2.4% |
| 3M | -6.3% | +28.9% | -35.2% | -7.3% |
| 6M | -9.2% | +125.7% | -134.9% | -11.4% |
| YTD | +3.1% | +199.3% | -196.2% | -0.3% |
| 1Y | +3.4% | +255.2% | -251.9% | -0.5% |
| 3Y | +68.9% | +106.8% | -37.9% | +54.4% |
| All | +68.9% | +90.0% | -21.1% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling