-69.2%
EOSE vs IOVA
-66.4%
-2.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.4% | -3.1% |
| 7D | +14.0% | -6.4% | +20.4% | +15.8% |
| 30D | -5.9% | +25.4% | -31.3% | -11.4% |
| 3M | -34.3% | +115.3% | -149.6% | -46.9% |
| 6M | -37.8% | +56.5% | -94.3% | -46.3% |
| YTD | -65.2% | +198.2% | -263.4% | -74.4% |
| 1Y | -41.9% | +242.0% | -283.9% | -59.4% |
| 3Y | +44.6% | +36.8% | +7.8% | -2.6% |
| 5Y | -69.2% | -64.3% | -4.9% | -72.4% |
| All | -69.2% | -66.4% | -2.7% | -72.4% |
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