+50.3%
EWZ vs IOVA
+28.7%
+21.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.9% |
| 7D | +1.4% | +1.9% | -0.5% | +1.2% |
| 30D | -25.1% | -44.1% | +19.0% | -22.5% |
| 3M | -7.7% | +28.9% | -36.6% | -10.7% |
| 6M | -15.8% | +125.7% | -141.5% | -22.8% |
| YTD | +3.6% | +199.3% | -195.6% | -8.0% |
| 1Y | +5.5% | +255.2% | -249.7% | -7.8% |
| 3Y | +22.1% | +106.8% | -84.7% | +3.4% |
| 5Y | +58.3% | -67.1% | +125.4% | +47.7% |
| 10Y | +50.3% | +16.7% | +33.6% | +36.1% |
| All | +50.3% | +28.7% | +21.6% | +36.1% |
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