+86.1%
IOVA vs ESTC
+18.0%
+68.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.2% | +1.6% | +3.4% |
| 7D | -5.2% | -11.5% | +6.3% | -2.6% |
| 30D | -37.8% | -7.5% | -30.2% | -36.2% |
| 3M | +29.5% | +23.1% | +6.4% | +24.4% |
| 6M | +96.6% | +75.3% | +21.3% | +73.1% |
| YTD | +194.5% | +14.1% | +180.4% | +184.6% |
| 1Y | +248.1% | -0.6% | +248.6% | +246.1% |
| 3Y | +86.1% | +20.8% | +65.3% | +70.7% |
| All | +86.1% | +18.0% | +68.1% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling