+808.2%
EW vs IOVA
-92.3%
+900.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +1.2% |
| 7D | +11.0% | -5.2% | +16.2% | +11.1% |
| 30D | +19.1% | -37.8% | +56.8% | +19.9% |
| 3M | +14.4% | +29.5% | -15.1% | +13.3% |
| 6M | +22.8% | +96.6% | -73.8% | +20.1% |
| YTD | +19.8% | +194.5% | -174.7% | +15.9% |
| 1Y | +23.9% | +248.1% | -224.2% | +19.3% |
| 3Y | +52.2% | +86.1% | -33.9% | +45.7% |
| 5Y | -13.9% | -67.8% | +53.9% | -16.0% |
| 10Y | +241.9% | +38.6% | +203.3% | +226.5% |
| All | +808.2% | -92.3% | +900.5% | +723.7% |
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