-8.2%
EW vs IOVA
-63.3%
+55.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | +4.9% | -3.5% | +8.4% | +5.1% |
| 30D | +23.9% | -45.4% | +69.3% | +26.6% |
| 3M | +15.8% | +19.0% | -3.3% | +13.5% |
| 6M | +31.7% | +112.0% | -80.4% | +24.4% |
| YTD | +25.7% | +184.2% | -158.6% | +15.6% |
| 1Y | +24.4% | +222.0% | -197.6% | +13.5% |
| 3Y | +65.9% | +92.6% | -26.7% | +43.3% |
| All | -8.2% | -63.3% | +55.1% | -12.0% |
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