+36.5%
EMB vs IOVA
-0.9%
+37.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.7% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | +0.5% | -47.4% | +47.9% | +1.8% |
| 3M | -2.5% | +13.2% | -15.7% | -3.3% |
| 6M | -2.0% | +114.3% | -116.3% | -4.8% |
| YTD | -0.9% | +179.5% | -180.3% | -4.8% |
| 1Y | -0.3% | +200.4% | -200.7% | -4.5% |
| 3Y | +29.2% | +92.2% | -63.0% | +21.6% |
| 5Y | +7.4% | -63.8% | +71.2% | +3.9% |
| All | +36.5% | -0.9% | +37.4% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling