+280.3%
EMR vs IOVA
-0.9%
+281.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.7% | +5.6% | +0.3% |
| 7D | +2.7% | -1.4% | +4.1% | +2.7% |
| 30D | +2.1% | -47.4% | +49.5% | +5.7% |
| 3M | +2.3% | +13.2% | -11.0% | -0.3% |
| 6M | +22.5% | +114.3% | -91.8% | +12.6% |
| YTD | +27.2% | +179.5% | -152.3% | +13.4% |
| 1Y | +28.0% | +200.4% | -172.4% | +13.3% |
| 3Y | +103.4% | +92.2% | +11.2% | +72.6% |
| 5Y | +88.2% | -63.8% | +151.9% | +72.0% |
| All | +280.3% | -0.9% | +281.2% | +206.7% |
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 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