+125.2%
ETR vs IOVA
-63.5%
+188.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | +1.4% | +5.1% | -3.7% | +1.3% |
| 30D | +1.9% | +37.2% | -35.4% | +1.3% |
| 3M | +1.0% | +117.5% | -116.5% | -0.6% |
| 6M | +4.8% | +69.6% | -64.7% | +3.5% |
| YTD | +19.5% | +218.7% | -199.1% | +16.6% |
| 1Y | +28.1% | +265.5% | -237.4% | +24.4% |
| 3Y | +151.1% | +46.2% | +104.9% | +141.9% |
| 5Y | +125.2% | -63.2% | +188.4% | +113.0% |
| All | +125.2% | -63.5% | +188.7% | +113.0% |
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