+226.4%
EWY vs IOVA
+41.0%
+185.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.7% |
| 7D | +6.7% | -2.2% | +8.9% | +6.8% |
| 30D | +17.0% | +31.7% | -14.8% | +14.8% |
| 3M | +3.7% | +117.3% | -113.6% | -2.2% |
| 6M | +42.5% | +55.8% | -13.3% | +36.7% |
| YTD | +96.2% | +208.8% | -112.6% | +79.3% |
| 1Y | +160.4% | +255.7% | -95.3% | +134.5% |
| All | +226.4% | +41.0% | +185.5% | +184.7% |
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