-13.0%
EFX vs IOVA
+41.0%
-54.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.9% |
| 7D | -9.4% | -2.2% | -7.2% | -9.2% |
| 30D | -6.9% | +31.7% | -38.6% | -8.7% |
| 3M | +0.1% | +117.3% | -117.1% | -5.9% |
| 6M | -17.3% | +55.8% | -73.1% | -20.8% |
| YTD | -21.8% | +208.8% | -230.6% | -29.4% |
| 1Y | -32.5% | +255.7% | -288.2% | -40.1% |
| All | -13.0% | +41.0% | -54.0% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling