+63.6%
EMR vs IOVA
-63.1%
+126.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.7% |
| 7D | -1.5% | +9.7% | -11.3% | -2.0% |
| 30D | -5.6% | +102.5% | -108.2% | -9.7% |
| 3M | +7.9% | +100.7% | -92.7% | +3.0% |
| 6M | +6.0% | +106.3% | -100.3% | +0.5% |
| YTD | +16.4% | +222.0% | -205.5% | +7.1% |
| 1Y | +16.6% | +299.5% | -282.9% | +5.3% |
| 3Y | +62.9% | +42.9% | +19.9% | +47.9% |
| All | +63.6% | -63.1% | +126.8% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling