+157.0%
EWY vs IOVA
+99.0%
+58.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.9% |
| 7D | +4.2% | -3.5% | +7.7% | +4.5% |
| 30D | -10.7% | -45.4% | +34.7% | -7.5% |
| 3M | -20.1% | +19.0% | -39.1% | -21.4% |
| 6M | -24.3% | +112.0% | -136.3% | -29.0% |
| YTD | +46.9% | +184.2% | -137.4% | +34.5% |
| 1Y | +55.2% | +222.0% | -166.8% | +40.8% |
| 3Y | +157.0% | +92.6% | +64.4% | +132.8% |
| All | +157.0% | +99.0% | +58.0% | +132.8% |
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