-61.5%
EOSE vs IOVA
-75.3%
+13.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.0% | +9.8% | +10.6% |
| 7D | +19.0% | +9.7% | +9.3% | +16.6% |
| 30D | +1.6% | +102.5% | -101.0% | -16.6% |
| 3M | -52.0% | +100.7% | -152.7% | -60.8% |
| 6M | -42.5% | +106.3% | -148.9% | -54.0% |
| YTD | -66.1% | +222.0% | -288.1% | -75.9% |
| 1Y | -47.1% | +299.5% | -346.7% | -65.0% |
| 3Y | +0.8% | +42.9% | -42.1% | -33.7% |
| 5Y | -71.7% | -65.0% | -6.7% | -75.0% |
| All | -61.5% | -75.3% | +13.9% | -58.9% |
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