+51.7%
ENB vs IOVA
-67.3%
+119.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.7% |
| 3M | -6.3% | +28.9% | -35.2% | -7.5% |
| 6M | -9.2% | +125.7% | -134.9% | -12.0% |
| YTD | +3.1% | +199.3% | -196.2% | -1.2% |
| 1Y | +3.4% | +255.2% | -251.9% | -1.6% |
| 3Y | +68.9% | +106.8% | -37.9% | +58.1% |
| 5Y | +51.7% | -67.1% | +118.8% | +51.5% |
| All | +51.7% | -67.3% | +119.0% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling