+831.0%
EW vs IOVA
-92.2%
+923.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.5% |
| 7D | +12.3% | +1.9% | +10.4% | +12.2% |
| 30D | +22.9% | -44.1% | +67.0% | +24.0% |
| 3M | +16.7% | +28.9% | -12.2% | +15.6% |
| 6M | +31.0% | +125.7% | -94.7% | +27.8% |
| YTD | +22.8% | +199.3% | -176.4% | +18.7% |
| 1Y | +25.6% | +255.2% | -229.7% | +20.8% |
| 3Y | +62.0% | +106.8% | -44.9% | +54.7% |
| 5Y | -12.8% | -67.1% | +54.3% | -15.0% |
| 10Y | +239.8% | +16.7% | +223.1% | +224.7% |
| All | +831.0% | -92.2% | +923.3% | +744.2% |
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