+561.7%
EFX vs IOVA
-91.6%
+653.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -6.4% |
| 7D | -8.6% | +9.7% | -18.4% | -8.8% |
| 30D | +0.1% | +102.5% | -102.4% | -1.4% |
| 3M | +3.8% | +100.7% | -96.8% | +2.1% |
| 6M | -13.5% | +106.3% | -119.9% | -15.1% |
| YTD | -17.7% | +222.0% | -239.6% | -20.0% |
| 1Y | -25.6% | +299.5% | -325.1% | -28.1% |
| 3Y | -12.1% | +42.9% | -55.0% | -14.8% |
| 5Y | -33.8% | -65.0% | +31.2% | -35.2% |
| 10Y | +45.1% | +10.3% | +34.9% | +39.9% |
| All | +561.7% | -91.6% | +653.3% | +517.8% |
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