-19.3%
EWZ vs IOVA
-92.3%
+73.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.4% |
| 7D | +1.3% | -8.5% | +9.8% | +1.5% |
| 30D | -26.2% | -44.7% | +18.6% | -25.4% |
| 3M | -8.6% | +26.2% | -34.9% | -9.4% |
| 6M | -17.0% | +123.2% | -140.2% | -18.9% |
| YTD | +2.2% | +196.0% | -193.8% | -0.9% |
| 1Y | +2.7% | +240.9% | -238.3% | -0.8% |
| 3Y | +18.2% | +103.5% | -85.3% | +13.7% |
| 5Y | +56.0% | -65.5% | +121.5% | +52.5% |
| 10Y | +60.8% | +7.0% | +53.8% | +54.9% |
| All | -19.3% | -92.3% | +73.0% | -25.9% |
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