+18.5%
EWZ vs IOVA
+107.2%
-88.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +1.3% | -8.5% | +9.8% | +1.8% |
| 30D | -26.2% | -44.7% | +18.6% | -24.2% |
| 3M | -8.6% | +26.2% | -34.9% | -10.7% |
| 6M | -17.0% | +123.2% | -140.2% | -22.4% |
| YTD | +2.2% | +196.0% | -193.8% | -6.8% |
| 1Y | +2.7% | +240.9% | -238.3% | -7.4% |
| All | +18.5% | +107.2% | -88.7% | +6.0% |
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