+321.6%
ESI vs IOVA
-0.9%
+322.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.7% | +3.5% | -1.6% |
| 7D | +8.3% | -1.4% | +9.7% | +8.5% |
| 30D | -10.4% | -47.4% | +36.9% | -5.5% |
| 3M | -13.2% | +13.2% | -26.4% | -15.8% |
| 6M | -23.9% | +114.3% | -138.2% | -32.1% |
| YTD | +34.2% | +179.5% | -145.3% | +14.5% |
| 1Y | +22.2% | +200.4% | -178.2% | +3.2% |
| 3Y | +79.2% | +92.2% | -13.0% | +42.8% |
| 5Y | +38.1% | -63.8% | +101.9% | +22.4% |
| All | +321.6% | -0.9% | +322.5% | +231.0% |
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