+1,389.1%
ETN vs IOVA
-91.7%
+1,480.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.8% | +2.8% |
| 7D | +8.0% | +5.1% | +3.0% | +7.9% |
| 30D | -5.9% | +37.2% | -43.1% | -6.6% |
| 3M | +5.0% | +117.5% | -112.5% | +2.9% |
| 6M | +22.4% | +69.6% | -47.2% | +20.4% |
| YTD | +33.6% | +218.7% | -185.0% | +29.6% |
| 1Y | +22.1% | +265.5% | -243.4% | +17.8% |
| 3Y | +85.6% | +46.2% | +39.4% | +79.4% |
| 5Y | +179.2% | -63.2% | +242.5% | +172.9% |
| 10Y | +687.3% | +6.1% | +681.2% | +655.0% |
| All | +1,389.1% | -91.7% | +1,480.8% | +1,308.6% |
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 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