-30.2%
IOVA vs ESTC
+24.7%
-54.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -7.0% | -2.6% | -4.4% | -6.0% |
| 30D | -44.4% | -8.6% | -35.8% | -42.1% |
| 3M | +24.7% | +14.4% | +10.3% | +17.6% |
| 6M | +118.6% | +73.3% | +45.3% | +73.6% |
| YTD | +196.3% | +15.7% | +180.6% | +168.2% |
| 1Y | +205.3% | -7.6% | +212.9% | +198.7% |
| 3Y | +103.8% | +14.6% | +89.2% | +60.3% |
| 5Y | -65.6% | -50.0% | -15.5% | -65.6% |
| All | -30.2% | +24.7% | -54.9% | -62.6% |
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 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