+73.2%
EMB vs IOVA
-92.3%
+165.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | 0.0% |
| 7D | -0.1% | -5.2% | +5.1% | -0.1% |
| 30D | +1.3% | -37.8% | +39.1% | +1.5% |
| 3M | -2.2% | +29.5% | -31.7% | -2.5% |
| 6M | -2.3% | +96.6% | -98.9% | -2.9% |
| YTD | -0.6% | +194.5% | -195.1% | -1.5% |
| 1Y | +0.5% | +248.1% | -247.6% | -0.6% |
| 3Y | +29.4% | +86.1% | -56.7% | +27.9% |
| 5Y | +6.5% | -67.8% | +74.3% | +5.7% |
| 10Y | +29.8% | +38.6% | -8.9% | +28.4% |
| All | +73.2% | -92.3% | +165.5% | +71.8% |
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