+224.3%
EWJ vs IOVA
-91.6%
+316.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | +2.5% | +9.7% | -7.2% | +2.4% |
| 30D | +3.3% | +102.5% | -99.3% | +2.0% |
| 3M | +5.0% | +100.7% | -95.7% | +3.5% |
| 6M | +11.5% | +106.3% | -94.8% | +9.8% |
| YTD | +22.4% | +222.0% | -199.6% | +19.5% |
| 1Y | +30.2% | +299.5% | -269.3% | +26.4% |
| 3Y | +72.8% | +42.9% | +29.9% | +68.3% |
| 5Y | +54.1% | -65.0% | +119.1% | +51.4% |
| 10Y | +140.6% | +10.3% | +130.3% | +132.2% |
| All | +224.3% | -91.6% | +316.0% | +199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling