+203.7%
EFA vs IOVA
-91.6%
+295.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | +0.6% | +9.7% | -9.2% | +0.4% |
| 30D | +0.9% | +102.5% | -101.7% | -0.6% |
| 3M | +4.9% | +100.7% | -95.8% | +3.3% |
| 6M | +8.6% | +106.3% | -97.8% | +6.7% |
| YTD | +14.6% | +222.0% | -207.4% | +11.6% |
| 1Y | +22.6% | +299.5% | -276.9% | +18.7% |
| 3Y | +66.5% | +42.9% | +23.6% | +61.7% |
| 5Y | +54.5% | -65.0% | +119.5% | +51.5% |
| 10Y | +144.8% | +10.3% | +134.5% | +135.5% |
| All | +203.7% | -91.6% | +295.3% | +176.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling