+4.3%
EWZ vs IOVA
+255.8%
-251.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.5% |
| 7D | -1.5% | -5.2% | +3.7% | -1.3% |
| 30D | -24.5% | -37.8% | +13.2% | -23.2% |
| 3M | -10.7% | +29.5% | -40.2% | -12.1% |
| 6M | -19.1% | +96.6% | -115.7% | -22.6% |
| YTD | +1.6% | +194.5% | -192.9% | -5.5% |
| 1Y | +4.3% | +248.1% | -243.8% | -3.4% |
| All | +4.3% | +255.8% | -251.5% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling