+462.9%
ETR vs IOVA
-92.6%
+555.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | +1.2% | -3.5% | +4.6% | +1.2% |
| 30D | +7.0% | -45.4% | +52.4% | +7.3% |
| 3M | +4.6% | +19.0% | -14.4% | +4.4% |
| 6M | +0.1% | +112.0% | -111.9% | -0.5% |
| YTD | +23.2% | +184.2% | -161.1% | +22.1% |
| 1Y | +20.6% | +222.0% | -201.4% | +19.4% |
| 3Y | +156.3% | +92.6% | +63.7% | +153.2% |
| 5Y | +159.6% | -63.2% | +222.8% | +157.4% |
| 10Y | +377.1% | +2.1% | +375.0% | +373.3% |
| All | +462.9% | -92.6% | +555.5% | +457.8% |
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 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