+40.3%
ESI vs IOVA
+254.2%
-213.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.0% |
| 7D | +3.9% | -2.2% | +6.1% | +4.0% |
| 30D | -3.8% | +31.7% | -35.5% | -5.3% |
| 3M | -13.1% | +117.3% | -130.4% | -17.9% |
| 6M | +11.3% | +55.8% | -44.5% | +7.2% |
| YTD | +44.1% | +208.8% | -164.7% | +30.4% |
| 1Y | +40.3% | +255.7% | -215.4% | +28.0% |
| All | +40.3% | +254.2% | -213.9% | +28.0% |
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 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