+201.0%
ET vs IOVA
-67.9%
+268.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | +0.3% |
| 7D | -7.9% | -5.2% | -2.7% | -7.8% |
| 30D | -5.9% | -37.8% | +31.8% | -5.0% |
| 3M | -5.2% | +29.5% | -34.7% | -7.0% |
| 6M | +0.3% | +96.6% | -96.3% | -3.6% |
| YTD | +23.1% | +194.5% | -171.4% | +15.8% |
| 1Y | +22.7% | +248.1% | -225.3% | +14.4% |
| 3Y | +75.4% | +86.1% | -10.7% | +60.5% |
| All | +201.0% | -67.9% | +268.9% | +198.3% |
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 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