+69.8%
EWJ vs IOVA
+41.0%
+28.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.8% |
| 7D | +1.0% | -2.2% | +3.2% | +1.1% |
| 30D | +1.0% | +31.7% | -30.7% | -0.5% |
| 3M | +7.2% | +117.3% | -110.0% | +2.5% |
| 6M | +13.9% | +55.8% | -41.9% | +10.2% |
| YTD | +20.8% | +208.8% | -188.0% | +12.2% |
| 1Y | +26.4% | +255.7% | -229.3% | +15.8% |
| All | +69.8% | +41.0% | +28.8% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling