+7.0%
IOVA vs ES
+87.3%
-80.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -8.5% | +0.9% | -9.3% | -9.1% |
| 30D | -44.7% | +5.9% | -50.7% | -46.7% |
| 3M | +26.2% | -1.0% | +27.3% | +25.6% |
| 6M | +123.2% | +7.2% | +116.0% | +114.0% |
| YTD | +196.0% | +7.0% | +189.0% | +183.6% |
| 1Y | +240.9% | +0.5% | +240.5% | +235.8% |
| 3Y | +103.5% | +48.7% | +54.9% | +64.9% |
| 5Y | -65.5% | +1.9% | -67.4% | -67.8% |
| 10Y | +7.0% | +89.2% | -82.1% | -20.3% |
| All | +7.0% | +87.3% | -80.3% | -20.3% |
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