+83.4%
EMR vs IOVA
-67.9%
+151.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.0% | -0.3% |
| 7D | -1.6% | -5.2% | +3.6% | -1.4% |
| 30D | +2.0% | -37.8% | +39.7% | +3.7% |
| 3M | +3.8% | +29.5% | -25.7% | +1.2% |
| 6M | +10.5% | +96.6% | -86.1% | +4.2% |
| YTD | +23.7% | +194.5% | -170.8% | +13.1% |
| 1Y | +25.4% | +248.1% | -222.6% | +13.4% |
| 3Y | +86.6% | +86.1% | +0.4% | +66.4% |
| All | +83.4% | -67.9% | +151.3% | +68.8% |
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