-35.3%
EFX vs IOVA
-63.0%
+27.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.0% | -3.0% |
| 7D | -7.8% | +5.1% | -12.9% | -8.2% |
| 30D | -5.7% | +37.2% | -42.9% | -8.2% |
| 3M | +2.5% | +117.5% | -115.0% | -4.8% |
| 6M | -16.7% | +69.6% | -86.3% | -21.5% |
| YTD | -20.2% | +218.7% | -238.9% | -29.4% |
| 1Y | -31.4% | +265.5% | -296.9% | -40.5% |
| 3Y | -10.5% | +46.2% | -56.7% | -23.2% |
| All | -35.3% | -63.0% | +27.7% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling