+378.0%
IOVA vs ESTC
+1.6%
+376.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -41.3% | -15.9% | -25.4% | -39.6% |
| 30D | -38.5% | -5.5% | -33.0% | -37.4% |
| 3M | +99.5% | +26.2% | +73.3% | +97.7% |
| 6M | +126.0% | +77.0% | +49.0% | +113.5% |
| YTD | +218.7% | +18.9% | +199.8% | +233.6% |
| 1Y | +378.0% | +1.3% | +376.7% | +406.6% |
| All | +378.0% | +1.6% | +376.5% | +406.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling