+81.7%
EFX vs IOVA
+7.2%
+74.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.0% | -7.0% | +5.0% | -1.6% |
| 30D | +27.9% | -44.4% | +72.3% | +32.0% |
| 3M | +3.8% | +24.7% | -20.8% | +0.2% |
| 6M | +13.0% | +118.6% | -105.7% | +2.9% |
| YTD | -12.4% | +196.3% | -208.7% | -23.1% |
| 1Y | -10.4% | +205.3% | -215.7% | -21.8% |
| 3Y | +4.4% | +103.8% | -99.3% | -12.7% |
| 5Y | -28.9% | -65.6% | +36.7% | -35.4% |
| 10Y | +81.7% | +6.4% | +75.3% | +50.9% |
| All | +81.7% | +7.2% | +74.6% | +50.9% |
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