-29.4%
EFX vs IOVA
-67.2%
+37.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +0.3% | -8.5% | +8.8% | +0.8% |
| 30D | +29.1% | -44.7% | +73.9% | +33.2% |
| 3M | +4.3% | +26.2% | -22.0% | +0.3% |
| 6M | +7.7% | +123.2% | -115.5% | -2.3% |
| YTD | -12.5% | +196.0% | -208.4% | -23.5% |
| 1Y | -8.8% | +240.9% | -249.8% | -21.6% |
| 3Y | +4.3% | +103.5% | -99.2% | -14.6% |
| 5Y | -29.4% | -65.5% | +36.1% | -36.0% |
| All | -29.4% | -67.2% | +37.8% | -36.0% |
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