+378.7%
EMR vs IOVA
-92.3%
+471.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +0.7% | -8.5% | +9.2% | +0.9% |
| 30D | +3.5% | -44.7% | +48.3% | +4.6% |
| 3M | +5.9% | +26.2% | -20.3% | +4.9% |
| 6M | +19.4% | +123.2% | -103.8% | +16.5% |
| YTD | +27.7% | +196.0% | -168.3% | +23.4% |
| 1Y | +30.9% | +240.9% | -210.0% | +26.1% |
| 3Y | +104.2% | +103.5% | +0.7% | +95.5% |
| 5Y | +89.6% | -65.5% | +155.1% | +84.7% |
| 10Y | +280.0% | +7.0% | +273.0% | +261.4% |
| All | +378.7% | -92.3% | +471.0% | +326.6% |
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 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