+265.5%
IOVA vs ESTC
+0.7%
+264.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.8% |
| 7D | +5.1% | -4.3% | +9.4% | +5.4% |
| 30D | +37.2% | +17.7% | +19.5% | +34.4% |
| 3M | +117.5% | +42.3% | +75.2% | +107.7% |
| 6M | +69.6% | +64.6% | +5.0% | +59.0% |
| YTD | +218.7% | +17.2% | +201.5% | +224.4% |
| 1Y | +265.5% | -4.2% | +269.7% | +319.1% |
| All | +265.5% | +0.7% | +264.8% | +319.1% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling