+140.4%
EFA vs IOVA
+3.8%
+136.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.6% |
| 7D | -2.4% | -6.4% | +4.1% | -2.0% |
| 30D | -2.2% | +25.4% | -27.7% | -3.7% |
| 3M | +5.7% | +115.3% | -109.7% | -0.2% |
| 6M | +8.2% | +56.5% | -48.4% | +3.7% |
| YTD | +11.8% | +198.2% | -186.4% | +2.2% |
| 1Y | +18.3% | +242.0% | -223.7% | +6.5% |
| 3Y | +64.9% | +36.8% | +28.1% | +47.8% |
| 5Y | +52.4% | -64.3% | +116.6% | +42.9% |
| All | +140.4% | +3.8% | +136.6% | +112.9% |
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