+173.7%
ET vs IOVA
+4.5%
+169.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.0% |
| 7D | +0.6% | -2.2% | +2.9% | +0.8% |
| 30D | +5.3% | +31.7% | -26.4% | +3.1% |
| 3M | +15.6% | +117.3% | -101.6% | +8.4% |
| 6M | +20.6% | +55.8% | -35.2% | +15.0% |
| YTD | +38.5% | +208.8% | -170.3% | +24.6% |
| 1Y | +35.7% | +255.7% | -220.0% | +19.8% |
| 3Y | +98.4% | +41.7% | +56.7% | +72.8% |
| 5Y | +245.3% | -64.9% | +310.2% | +222.6% |
| 10Y | +173.7% | +6.3% | +167.4% | +96.1% |
| All | +173.7% | +4.5% | +169.3% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling