+121.9%
EEM vs IOVA
-0.9%
+122.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.7% | +4.2% | -1.1% |
| 7D | +5.3% | -1.4% | +6.7% | +5.4% |
| 30D | -7.0% | -47.4% | +40.4% | -3.6% |
| 3M | -8.0% | +13.2% | -21.2% | -9.9% |
| 6M | -6.6% | +114.3% | -121.0% | -13.5% |
| YTD | +12.3% | +179.5% | -167.2% | +1.1% |
| 1Y | +12.2% | +200.4% | -188.2% | +0.1% |
| 3Y | +71.2% | +92.2% | -21.0% | +46.7% |
| 5Y | +32.2% | -63.8% | +96.0% | +22.0% |
| All | +121.9% | -0.9% | +122.8% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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