+162.1%
EQX vs IOVA
+43.8%
+118.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.0% | +1.1% |
| 7D | -3.2% | -2.2% | -1.0% | -3.0% |
| 30D | +7.8% | +27.6% | -19.8% | +5.2% |
| 3M | +21.3% | +117.2% | -95.8% | +11.8% |
| 6M | -22.4% | +77.7% | -100.1% | -27.8% |
| YTD | -11.3% | +215.0% | -226.3% | -22.0% |
| 1Y | +13.5% | +255.4% | -241.9% | -1.9% |
| 3Y | +162.1% | +42.6% | +119.5% | +122.5% |
| All | +162.1% | +43.8% | +118.3% | +122.5% |
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