+502.6%
EWT vs IOVA
+3.8%
+498.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.3% |
| 7D | -1.1% | -6.4% | +5.3% | -0.7% |
| 30D | +4.8% | +25.4% | -20.6% | +3.1% |
| 3M | +11.1% | +115.3% | -104.2% | +4.6% |
| 6M | +54.6% | +56.5% | -1.9% | +47.8% |
| YTD | +71.4% | +198.2% | -126.7% | +56.1% |
| 1Y | +82.1% | +242.0% | -159.9% | +63.2% |
| 3Y | +193.2% | +36.8% | +156.4% | +162.2% |
| 5Y | +146.1% | -64.3% | +210.3% | +130.2% |
| All | +502.6% | +3.8% | +498.8% | +438.3% |
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 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