+224.6%
ESI vs IOVA
+59.8%
+164.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.8% |
| 7D | +3.3% | +9.7% | -6.4% | +2.4% |
| 30D | -5.9% | +102.5% | -108.4% | -12.8% |
| 3M | -14.1% | +100.7% | -114.8% | -20.9% |
| 6M | +6.6% | +106.3% | -99.8% | -3.0% |
| YTD | +45.0% | +222.0% | -177.0% | +25.3% |
| 1Y | +41.5% | +299.5% | -258.1% | +18.5% |
| 3Y | +78.8% | +42.9% | +35.8% | +51.1% |
| 5Y | +70.9% | -65.0% | +135.9% | +55.0% |
| 10Y | +317.1% | +10.3% | +306.8% | +217.9% |
| All | +224.6% | +59.8% | +164.8% | +145.3% |
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