+701.8%
EWT vs IOVA
-91.6%
+793.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.8% |
| 7D | +4.0% | +9.7% | -5.8% | +3.8% |
| 30D | +10.3% | +102.5% | -92.2% | +8.6% |
| 3M | +6.1% | +100.7% | -94.6% | +4.4% |
| 6M | +56.6% | +106.3% | -49.7% | +53.8% |
| YTD | +76.6% | +222.0% | -145.4% | +71.7% |
| 1Y | +97.9% | +299.5% | -201.7% | +91.2% |
| 3Y | +198.0% | +42.9% | +155.1% | +189.0% |
| 5Y | +151.8% | -65.0% | +216.7% | +146.6% |
| 10Y | +514.1% | +10.3% | +503.8% | +489.3% |
| All | +701.8% | -91.6% | +793.5% | +627.2% |
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 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