+302.3%
ETR vs IOVA
+4.5%
+297.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.9% | -1.2% |
| 7D | +0.4% | -2.2% | +2.6% | +0.5% |
| 30D | +2.0% | +31.7% | -29.7% | +1.1% |
| 3M | -1.7% | +117.3% | -119.0% | -4.4% |
| 6M | +3.6% | +55.8% | -52.2% | +1.5% |
| YTD | +18.0% | +208.8% | -190.7% | +12.9% |
| 1Y | +26.2% | +255.7% | -229.5% | +19.8% |
| 3Y | +148.0% | +41.7% | +106.3% | +133.5% |
| 5Y | +126.1% | -64.9% | +191.0% | +118.5% |
| 10Y | +302.3% | +6.3% | +296.0% | +296.4% |
| All | +302.3% | +4.5% | +297.8% | +296.4% |
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