-14.6%
EW vs IOVA
-67.9%
+53.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +1.1% |
| 7D | +11.0% | -5.2% | +16.2% | +11.2% |
| 30D | +19.1% | -37.8% | +56.8% | +20.8% |
| 3M | +14.4% | +29.5% | -15.1% | +11.7% |
| 6M | +22.8% | +96.6% | -73.8% | +16.5% |
| YTD | +19.8% | +194.5% | -174.7% | +10.2% |
| 1Y | +23.9% | +248.1% | -224.2% | +12.6% |
| 3Y | +52.2% | +86.1% | -33.9% | +32.5% |
| All | -14.6% | -67.9% | +53.3% | -18.3% |
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