+158.7%
ETR vs IOVA
-65.6%
+224.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +0.1% | -7.0% | +7.1% | +0.2% |
| 30D | +7.7% | -44.4% | +52.1% | +8.4% |
| 3M | +5.7% | +24.7% | -18.9% | +4.8% |
| 6M | -0.3% | +118.6% | -118.9% | -2.4% |
| YTD | +23.4% | +196.3% | -173.0% | +19.7% |
| 1Y | +18.5% | +205.3% | -186.8% | +14.9% |
| 3Y | +155.6% | +103.8% | +51.8% | +144.4% |
| 5Y | +158.7% | -65.6% | +224.3% | +141.8% |
| All | +158.7% | -65.6% | +224.3% | +141.8% |
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