+21.8%
EOG vs IOVA
+50.0%
-28.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -2.0% | +5.1% | -7.1% | -2.1% |
| 30D | +7.9% | +37.2% | -29.3% | +7.0% |
| 3M | +4.5% | +117.5% | -113.0% | +2.3% |
| 6M | +12.3% | +69.6% | -57.3% | +10.5% |
| YTD | +41.9% | +218.7% | -176.8% | +36.6% |
| 1Y | +27.8% | +265.5% | -237.7% | +22.2% |
| 3Y | +21.8% | +46.2% | -24.4% | +16.0% |
| All | +21.8% | +50.0% | -28.2% | +16.0% |
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