+66.5%
EFA vs IOVA
+45.5%
+21.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +1.2% | +5.1% | -3.9% | +1.0% |
| 30D | -0.7% | +37.2% | -38.0% | -2.3% |
| 3M | +6.4% | +117.5% | -111.1% | +1.9% |
| 6M | +11.4% | +69.6% | -58.2% | +7.5% |
| YTD | +14.0% | +218.7% | -204.7% | +6.2% |
| 1Y | +20.2% | +265.5% | -245.3% | +10.6% |
| All | +66.5% | +45.5% | +21.0% | +48.6% |
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