+6.4%
IOVA vs ES
+92.3%
-85.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.5% |
| 7D | -7.0% | +0.1% | -7.1% | -7.3% |
| 30D | -44.4% | +6.7% | -51.2% | -46.6% |
| 3M | +24.7% | +0.3% | +24.3% | +23.3% |
| 6M | +118.6% | +7.4% | +111.2% | +109.4% |
| YTD | +196.3% | +8.4% | +187.9% | +182.3% |
| 1Y | +205.3% | +0.6% | +204.6% | +200.4% |
| 3Y | +103.8% | +50.6% | +53.2% | +64.2% |
| 5Y | -65.6% | +4.8% | -70.4% | -68.3% |
| 10Y | +6.4% | +93.1% | -86.6% | -21.6% |
| All | +6.4% | +92.3% | -85.9% | -21.6% |
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