+19.0%
EWZ vs IOVA
+85.3%
-66.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -23.0% |
| 3M | -10.7% | +29.5% | -40.2% | -12.9% |
| 6M | -19.1% | +96.6% | -115.7% | -23.7% |
| YTD | +1.6% | +194.5% | -192.9% | -7.3% |
| 1Y | +4.3% | +248.1% | -243.8% | -6.1% |
| 3Y | +19.0% | +86.1% | -67.1% | +6.3% |
| All | +19.0% | +85.3% | -66.3% | +6.3% |
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