+25.8%
ESI vs IOVA
+202.8%
-176.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.7% | +3.5% | -1.8% |
| 7D | +8.3% | -1.4% | +9.7% | +8.4% |
| 30D | -10.4% | -47.4% | +36.9% | -7.8% |
| 3M | -13.2% | +13.2% | -26.4% | -14.1% |
| 6M | -23.9% | +114.3% | -138.2% | -28.6% |
| YTD | +34.2% | +179.5% | -145.3% | +21.6% |
| All | +25.8% | +202.8% | -176.9% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling