+1,284.9%
EME vs IOVA
+3.8%
+1,281.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.6% |
| 7D | +0.9% | -6.4% | +7.4% | +1.4% |
| 30D | -8.4% | +25.4% | -33.8% | -10.0% |
| 3M | -3.6% | +115.3% | -118.9% | -9.7% |
| 6M | +3.6% | +56.5% | -53.0% | -1.4% |
| YTD | +22.5% | +198.2% | -175.7% | +10.5% |
| 1Y | +18.2% | +242.0% | -223.8% | +4.8% |
| 3Y | +238.4% | +36.8% | +201.6% | +197.9% |
| 5Y | +550.5% | -64.3% | +614.8% | +506.2% |
| All | +1,284.9% | +3.8% | +1,281.0% | +1,012.2% |
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