-19.7%
EWZ vs IOVA
-92.3%
+72.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.6% |
| 7D | -1.5% | -5.2% | +3.7% | -1.4% |
| 30D | -24.5% | -37.8% | +13.2% | -24.0% |
| 3M | -10.7% | +29.5% | -40.2% | -11.5% |
| 6M | -19.1% | +96.6% | -115.7% | -20.7% |
| YTD | +1.6% | +194.5% | -192.9% | -1.4% |
| 1Y | +4.3% | +248.1% | -243.8% | +0.8% |
| 3Y | +19.0% | +86.1% | -67.1% | +14.6% |
| 5Y | +57.7% | -67.8% | +125.5% | +54.3% |
| 10Y | +51.3% | +38.6% | +12.7% | +45.6% |
| All | -19.7% | -92.3% | +72.6% | -26.3% |
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 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