+266.6%
EW vs IOVA
-0.9%
+267.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.7% | +5.7% | +0.4% |
| 7D | +4.9% | -1.4% | +6.4% | +5.0% |
| 30D | +24.1% | -47.4% | +71.5% | +28.9% |
| 3M | +13.7% | +13.2% | +0.5% | +10.6% |
| 6M | +32.7% | +114.3% | -81.6% | +20.9% |
| YTD | +24.1% | +179.5% | -155.4% | +8.8% |
| 1Y | +23.6% | +200.4% | -176.8% | +7.4% |
| 3Y | +64.8% | +92.2% | -27.4% | +33.4% |
| 5Y | -8.8% | -63.8% | +55.0% | -17.6% |
| All | +266.6% | -0.9% | +267.5% | +181.8% |
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 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