+91.0%
EEM vs IOVA
+50.0%
+41.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +3.1% | +5.1% | -2.0% | +2.8% |
| 30D | +4.9% | +37.2% | -32.4% | +3.1% |
| 3M | +5.2% | +117.5% | -112.3% | +0.4% |
| 6M | +20.7% | +69.6% | -48.9% | +16.1% |
| YTD | +26.5% | +218.7% | -192.2% | +17.0% |
| 1Y | +37.8% | +265.5% | -227.7% | +25.9% |
| 3Y | +91.0% | +46.2% | +44.7% | +69.2% |
| All | +91.0% | +50.0% | +41.0% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling