-60.8%
EOSE vs IOVA
-75.9%
+15.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -2.3% |
| 7D | +1.8% | -2.2% | +4.0% | +2.3% |
| 30D | -6.8% | +27.6% | -34.4% | -12.9% |
| 3M | -36.3% | +117.2% | -153.5% | -49.1% |
| 6M | -38.8% | +77.7% | -116.4% | -48.9% |
| YTD | -65.5% | +215.0% | -280.6% | -75.4% |
| 1Y | -45.3% | +255.4% | -300.7% | -62.7% |
| 3Y | +44.2% | +42.6% | +1.5% | -5.4% |
| 5Y | -69.5% | -62.2% | -7.3% | -73.8% |
| All | -60.8% | -75.9% | +15.1% | -58.0% |
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 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