+141.9%
EWJ vs IOVA
+9.7%
+132.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.5% | +1.9% |
| 7D | +0.3% | -2.2% | +2.4% | +0.4% |
| 30D | +0.8% | +27.6% | -26.8% | -0.7% |
| 3M | +7.5% | +117.2% | -109.7% | +2.2% |
| 6M | +15.6% | +77.7% | -62.1% | +10.5% |
| YTD | +22.7% | +215.0% | -192.3% | +13.0% |
| 1Y | +26.4% | +255.4% | -229.0% | +14.9% |
| 3Y | +72.5% | +42.6% | +29.9% | +56.5% |
| 5Y | +52.4% | -62.2% | +114.7% | +43.5% |
| All | +141.9% | +9.7% | +132.2% | +117.2% |
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