+706.7%
ETN vs IOVA
+9.7%
+697.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.7% | -1.7% | +3.5% |
| 7D | +3.5% | -2.2% | +5.7% | +3.7% |
| 30D | -7.5% | +27.6% | -35.1% | -9.5% |
| 3M | +8.3% | +117.2% | -108.8% | +0.5% |
| 6M | +20.2% | +77.7% | -57.5% | +12.7% |
| YTD | +34.7% | +215.0% | -180.4% | +19.6% |
| 1Y | +19.4% | +255.4% | -235.9% | +4.1% |
| 3Y | +85.5% | +42.6% | +42.9% | +61.1% |
| 5Y | +186.6% | -62.2% | +248.8% | +164.0% |
| All | +706.7% | +9.7% | +697.0% | +550.2% |
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