-34.2%
IOVA vs ESTC
+27.2%
-61.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.0% | -7.7% | -6.4% |
| 7D | -1.4% | +5.8% | -7.2% | -3.5% |
| 30D | -47.4% | -5.6% | -41.8% | -45.8% |
| 3M | +13.2% | +15.4% | -2.2% | +6.4% |
| 6M | +114.3% | +77.8% | +36.5% | +68.5% |
| YTD | +179.5% | +18.1% | +161.4% | +151.0% |
| 1Y | +200.4% | -3.7% | +204.1% | +189.2% |
| 3Y | +92.2% | +16.9% | +75.3% | +50.0% |
| 5Y | -63.8% | -51.2% | -12.5% | -63.2% |
| All | -34.2% | +27.2% | -61.4% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling