+94.5%
IOVA vs ES
+5.8%
+88.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.1% | -13.1% | -11.0% |
| 7D | -19.0% | +5.9% | -25.0% | -19.4% |
| 30D | -40.3% | +10.2% | -50.5% | -42.0% |
| 3M | +78.3% | +0.4% | +77.9% | +84.8% |
| 6M | +94.5% | +6.9% | +87.6% | +81.6% |
| All | +94.5% | +5.8% | +88.7% | +81.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling