+340.4%
EWY vs IOVA
-91.6%
+432.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.6% |
| 7D | +4.8% | +9.7% | -4.9% | +4.6% |
| 30D | +11.7% | +102.5% | -90.9% | +9.8% |
| 3M | -7.4% | +100.7% | -108.1% | -9.0% |
| 6M | +40.6% | +106.3% | -65.8% | +37.8% |
| YTD | +94.3% | +222.0% | -127.7% | +88.4% |
| 1Y | +164.3% | +299.5% | -135.3% | +154.6% |
| 3Y | +221.0% | +42.9% | +178.1% | +210.4% |
| 5Y | +139.1% | -65.0% | +204.1% | +133.9% |
| 10Y | +298.8% | +10.3% | +288.5% | +282.4% |
| All | +340.4% | -91.6% | +432.0% | +306.7% |
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 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