+598.0%
EFX vs IOVA
-92.7%
+690.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.7% | +4.8% | -0.8% |
| 7D | -3.6% | -1.4% | -2.2% | -3.6% |
| 30D | +25.3% | -47.4% | +72.7% | +26.5% |
| 3M | +3.8% | +13.2% | -9.4% | +3.1% |
| 6M | +12.7% | +114.3% | -101.6% | +10.2% |
| YTD | -13.1% | +179.5% | -192.6% | -15.7% |
| 1Y | -9.3% | +200.4% | -209.7% | -12.2% |
| 3Y | +3.5% | +92.2% | -88.7% | -0.3% |
| 5Y | -30.6% | -63.8% | +33.2% | -32.3% |
| 10Y | +80.2% | +0.4% | +79.8% | +73.4% |
| All | +598.0% | -92.7% | +690.8% | +550.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling