+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 | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | +0.5% | -8.5% | +9.0% | +0.5% |
| 30D | +0.9% | -44.7% | +45.6% | +1.2% |
| 3M | -2.1% | +26.2% | -28.4% | -2.4% |
| 6M | -2.2% | +123.2% | -125.4% | -2.9% |
| YTD | -0.6% | +196.0% | -196.6% | -1.5% |
| 1Y | +0.2% | +240.9% | -240.7% | -0.8% |
| 3Y | +29.5% | +103.5% | -74.0% | +28.0% |
| 5Y | +8.0% | -65.5% | +73.5% | +7.1% |
| 10Y | +35.3% | +7.0% | +28.3% | +33.9% |
| All | +73.2% | -92.3% | +165.5% | +71.9% |
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