+30.7%
IOVA vs ES
+85.7%
-55.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.9% | +6.8% | +5.1% |
| 7D | -5.2% | +1.9% | -7.1% | -6.2% |
| 30D | -37.8% | +7.1% | -44.8% | -40.2% |
| 3M | +29.5% | -1.9% | +31.4% | +29.4% |
| 6M | +96.6% | +4.4% | +92.2% | +91.1% |
| YTD | +194.5% | +7.3% | +187.2% | +182.1% |
| 1Y | +248.1% | +2.1% | +245.9% | +240.4% |
| 3Y | +86.1% | +41.8% | +44.3% | +54.8% |
| 5Y | -67.8% | +1.4% | -69.3% | -69.9% |
| All | +30.7% | +85.7% | -55.0% | +12.8% |
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