+146.5%
EFA vs IOVA
+0.8%
+145.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | +2.2% | -3.5% | +5.7% | +2.4% |
| 30D | +1.4% | -45.4% | +46.8% | +4.3% |
| 3M | -4.2% | +19.0% | -23.2% | -6.4% |
| 6M | +1.9% | +112.0% | -110.1% | -4.9% |
| YTD | +10.2% | +184.2% | -174.1% | -0.1% |
| 1Y | +12.8% | +222.0% | -209.2% | +1.2% |
| 3Y | +65.2% | +92.6% | -27.4% | +43.5% |
| 5Y | +49.8% | -63.2% | +113.0% | +38.8% |
| All | +146.5% | +0.8% | +145.7% | +111.7% |
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