+363.9%
EMR vs IOVA
-92.3%
+456.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.0% | -0.2% |
| 7D | -1.6% | -5.2% | +3.6% | -1.5% |
| 30D | +2.0% | -37.8% | +39.7% | +2.7% |
| 3M | +3.8% | +29.5% | -25.7% | +2.8% |
| 6M | +10.5% | +96.6% | -86.1% | +8.1% |
| YTD | +23.7% | +194.5% | -170.8% | +19.6% |
| 1Y | +25.4% | +248.1% | -222.6% | +20.7% |
| 3Y | +86.6% | +86.1% | +0.4% | +78.9% |
| 5Y | +83.0% | -67.8% | +150.9% | +78.5% |
| 10Y | +319.5% | +38.6% | +280.9% | +298.1% |
| All | +363.9% | -92.3% | +456.2% | +313.4% |
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