+238.2%
ET vs IOVA
-63.5%
+301.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.1% |
| 7D | +0.4% | +5.1% | -4.7% | +0.2% |
| 30D | +6.9% | +37.2% | -30.4% | +5.5% |
| 3M | +13.1% | +117.5% | -104.4% | +9.3% |
| 6M | +18.7% | +69.6% | -50.9% | +15.4% |
| YTD | +37.4% | +218.7% | -181.2% | +29.7% |
| 1Y | +34.8% | +265.5% | -230.7% | +25.9% |
| 3Y | +96.8% | +46.2% | +50.6% | +82.7% |
| 5Y | +238.2% | -63.2% | +301.5% | +232.6% |
| All | +238.2% | -63.5% | +301.7% | +232.6% |
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