+53.4%
EFA vs IOVA
-64.1%
+117.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -1.0% |
| 7D | -0.5% | -2.2% | +1.7% | -0.4% |
| 30D | -1.3% | +31.7% | -33.1% | -2.9% |
| 3M | +5.2% | +117.3% | -112.1% | +0.2% |
| 6M | +9.4% | +55.8% | -46.5% | +5.5% |
| YTD | +12.7% | +208.8% | -196.1% | +4.3% |
| 1Y | +19.3% | +255.7% | -236.4% | +8.9% |
| 3Y | +66.3% | +41.7% | +24.6% | +51.2% |
| 5Y | +53.4% | -64.9% | +118.3% | +44.2% |
| All | +53.4% | -64.1% | +117.5% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling