+119.0%
EOG vs IOVA
+3.8%
+115.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.5% |
| 7D | +1.0% | -6.4% | +7.5% | +1.4% |
| 30D | +2.8% | +25.4% | -22.6% | +1.2% |
| 3M | +5.9% | +115.3% | -109.4% | -0.2% |
| 6M | +17.1% | +56.5% | -39.5% | +11.9% |
| YTD | +43.9% | +198.2% | -154.2% | +30.5% |
| 1Y | +26.9% | +242.0% | -215.1% | +13.1% |
| 3Y | +23.6% | +36.8% | -13.3% | +8.5% |
| 5Y | +178.1% | -64.3% | +242.4% | +160.0% |
| All | +119.0% | +3.8% | +115.2% | +98.3% |
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