+294.4%
ENB vs IOVA
-91.6%
+386.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | -0.2% | +9.7% | -10.0% | -0.3% |
| 30D | -2.2% | +102.5% | -104.8% | -3.2% |
| 3M | -10.5% | +100.7% | -111.2% | -11.4% |
| 6M | -5.1% | +106.3% | -111.4% | -6.2% |
| YTD | +9.0% | +222.0% | -213.0% | +7.0% |
| 1Y | +8.2% | +299.5% | -291.3% | +5.9% |
| 3Y | +67.8% | +42.9% | +24.8% | +64.3% |
| 5Y | +69.4% | -65.0% | +134.4% | +67.1% |
| 10Y | +117.5% | +10.3% | +107.2% | +112.7% |
| All | +294.4% | -91.6% | +386.0% | +279.9% |
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