+76.2%
ESI vs IOVA
-63.5%
+139.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +5.4% | +5.1% | +0.3% | +4.9% |
| 30D | -4.2% | +37.2% | -41.4% | -7.0% |
| 3M | -9.6% | +117.5% | -127.1% | -16.9% |
| 6M | +18.3% | +69.6% | -51.3% | +10.5% |
| YTD | +45.8% | +218.7% | -172.8% | +27.1% |
| 1Y | +39.2% | +265.5% | -226.4% | +18.7% |
| 3Y | +86.3% | +46.2% | +40.0% | +57.2% |
| 5Y | +76.2% | -63.2% | +139.5% | +55.2% |
| All | +76.2% | -63.5% | +139.7% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling