+121.7%
EW vs IOVA
+6.6%
+115.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.5% |
| 7D | -4.4% | +5.1% | -9.5% | -4.8% |
| 30D | -3.3% | +37.2% | -40.6% | -6.0% |
| 3M | +1.0% | +117.5% | -116.5% | -6.6% |
| 6M | +6.2% | +69.6% | -63.4% | -0.4% |
| YTD | +1.7% | +218.7% | -217.0% | -10.6% |
| 1Y | +8.1% | +265.5% | -257.4% | -7.1% |
| 3Y | +17.1% | +46.2% | -29.1% | -1.5% |
| 5Y | -29.4% | -63.2% | +33.9% | -35.3% |
| 10Y | +121.7% | +6.1% | +115.6% | +65.8% |
| All | +121.7% | +6.6% | +115.1% | +65.8% |
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