+197.1%
ESI vs IOVA
+48.5%
+148.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +5.0% |
| 7D | -3.5% | +1.9% | -5.3% | -3.6% |
| 30D | -9.3% | -44.1% | +34.9% | -5.1% |
| 3M | -12.8% | +28.9% | -41.7% | -16.3% |
| 6M | -24.6% | +125.7% | -150.3% | -32.6% |
| YTD | +32.7% | +199.3% | -166.5% | +13.8% |
| 1Y | +20.3% | +255.2% | -234.9% | +1.1% |
| 3Y | +80.2% | +106.8% | -26.6% | +45.6% |
| 5Y | +40.0% | -67.1% | +107.0% | +26.1% |
| 10Y | +310.8% | +16.7% | +294.1% | +208.1% |
| All | +197.1% | +48.5% | +148.6% | +122.8% |
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