+199.8%
EWT vs IOVA
+41.0%
+158.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.4% |
| 7D | +2.1% | -2.2% | +4.3% | +2.3% |
| 30D | +9.4% | +31.7% | -22.3% | +7.5% |
| 3M | +10.9% | +117.3% | -106.4% | +4.9% |
| 6M | +57.9% | +55.8% | +2.1% | +51.7% |
| YTD | +75.9% | +208.8% | -132.9% | +61.1% |
| 1Y | +89.7% | +255.7% | -166.0% | +71.4% |
| All | +199.8% | +41.0% | +158.8% | +166.0% |
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 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