+2.8%
IOVA vs ES
+98.2%
-95.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | -3.5% | +2.7% | -6.2% | -4.6% |
| 30D | -45.4% | +7.6% | -53.0% | -47.7% |
| 3M | +19.0% | +0.5% | +18.5% | +17.6% |
| 6M | +112.0% | +7.6% | +104.4% | +103.1% |
| YTD | +184.2% | +10.2% | +174.0% | +168.8% |
| 1Y | +222.0% | +1.8% | +220.2% | +215.2% |
| 3Y | +92.6% | +55.4% | +37.2% | +53.0% |
| 5Y | -63.2% | +7.3% | -70.5% | -66.5% |
| All | +2.8% | +98.2% | -95.4% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling