+77.0%
EMB vs IOVA
-91.6%
+168.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | 0.0% | +9.7% | -9.7% | -0.1% |
| 30D | -0.3% | +102.5% | -102.8% | -0.8% |
| 3M | -0.4% | +100.7% | -101.1% | -0.9% |
| 6M | +0.1% | +106.3% | -106.2% | -0.4% |
| YTD | +1.6% | +222.0% | -220.4% | +0.7% |
| 1Y | +5.6% | +299.5% | -293.9% | +4.5% |
| 3Y | +29.8% | +42.9% | -13.1% | +28.6% |
| 5Y | +7.3% | -65.0% | +72.3% | +6.5% |
| 10Y | +30.4% | +10.3% | +20.1% | +29.2% |
| All | +77.0% | -91.6% | +168.7% | +75.7% |
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