+251.1%
EQX vs IOVA
-3.9%
+255.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +1.9% |
| 7D | +1.7% | -2.2% | +3.9% | +1.9% |
| 30D | +11.1% | +31.7% | -20.6% | +8.2% |
| 3M | +23.1% | +117.3% | -94.2% | +13.6% |
| 6M | -21.8% | +55.8% | -77.7% | -26.3% |
| YTD | -8.1% | +208.8% | -216.9% | -18.9% |
| 1Y | +29.7% | +255.7% | -226.0% | +12.4% |
| 3Y | +179.9% | +41.7% | +138.2% | +141.2% |
| 5Y | +82.5% | -64.9% | +147.4% | +66.4% |
| All | +251.1% | -3.9% | +255.0% | +298.1% |
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