-0.3%
ETR vs IOVA
+104.0%
-104.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.7% | +5.7% | 0.0% |
| 7D | +1.5% | -1.4% | +2.9% | +1.5% |
| 30D | +6.6% | -47.4% | +54.0% | +6.6% |
| 3M | +4.4% | +13.2% | -8.8% | +2.8% |
| 6M | -0.3% | +114.3% | -114.6% | -4.1% |
| All | -0.3% | +104.0% | -104.3% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling