+9.3%
IOVA vs ES
+84.4%
-75.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +9.7% | +0.3% | +9.4% | +9.6% |
| 30D | +102.5% | -2.0% | +104.5% | +104.2% |
| 3M | +100.7% | +1.7% | +99.0% | +98.8% |
| 6M | +106.3% | -3.5% | +109.9% | +109.6% |
| YTD | +222.0% | +7.9% | +214.1% | +210.4% |
| 1Y | +299.5% | +17.2% | +282.4% | +269.0% |
| 3Y | +42.9% | +29.3% | +13.6% | +24.2% |
| 5Y | -65.0% | -5.7% | -59.2% | -65.8% |
| All | +9.3% | +84.4% | -75.1% | -16.0% |
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