-25.6%
EFX vs IOVA
+299.5%
-325.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -6.4% |
| 7D | -8.6% | +9.7% | -18.4% | -8.9% |
| 30D | +0.1% | +102.5% | -102.4% | -2.7% |
| 3M | +3.8% | +100.7% | -96.8% | +0.5% |
| 6M | -13.5% | +106.3% | -119.9% | -16.5% |
| YTD | -17.7% | +222.0% | -239.6% | -22.8% |
| 1Y | -25.6% | +299.5% | -325.1% | -30.4% |
| All | -25.6% | +299.5% | -325.1% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling