+538.8%
ET vs IOVA
-92.3%
+631.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.8% |
| 7D | -1.9% | -8.5% | +6.6% | -1.7% |
| 30D | -3.1% | -44.7% | +41.7% | -2.1% |
| 3M | -3.9% | +26.2% | -30.2% | -4.9% |
| 6M | +4.0% | +123.2% | -119.2% | +1.4% |
| YTD | +26.4% | +196.0% | -169.6% | +22.1% |
| 1Y | +24.9% | +240.9% | -216.0% | +20.1% |
| 3Y | +85.2% | +103.5% | -18.4% | +76.6% |
| 5Y | +218.3% | -65.5% | +283.8% | +209.7% |
| 10Y | +172.0% | +7.0% | +164.9% | +157.5% |
| All | +538.8% | -92.3% | +631.1% | +482.3% |
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