+38.9%
EFX vs IOVA
+3.8%
+35.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | -11.1% | -6.4% | -4.7% | -10.7% |
| 30D | -7.4% | +25.4% | -32.8% | -9.1% |
| 3M | +1.5% | +115.3% | -113.9% | -5.5% |
| 6M | -13.7% | +56.5% | -70.2% | -18.1% |
| YTD | -21.9% | +198.2% | -220.0% | -30.1% |
| 1Y | -30.8% | +242.0% | -272.8% | -39.3% |
| 3Y | -12.4% | +36.8% | -49.2% | -23.3% |
| 5Y | -35.9% | -64.3% | +28.3% | -41.0% |
| All | +38.9% | +3.8% | +35.1% | +24.1% |
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