+290.8%
EWY vs IOVA
+3.8%
+287.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.4% | -0.8% | -3.9% |
| 7D | +1.2% | -6.4% | +7.7% | +1.7% |
| 30D | +9.3% | +25.4% | -16.1% | +7.3% |
| 3M | +2.4% | +115.3% | -112.9% | -4.5% |
| 6M | +40.3% | +56.5% | -16.3% | +33.3% |
| YTD | +88.0% | +198.2% | -110.2% | +68.9% |
| 1Y | +143.8% | +242.0% | -98.2% | +115.0% |
| 3Y | +217.8% | +36.8% | +181.0% | +179.2% |
| 5Y | +142.7% | -64.3% | +207.0% | +125.5% |
| All | +290.8% | +3.8% | +287.0% | +255.0% |
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 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