-0.4%
IEF vs IOVA
+299.5%
-300.0%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | 0.0% |
| 7D | -0.3% | +9.7% | -10.0% | -0.3% |
| 30D | -0.8% | +102.5% | -103.3% | -1.3% |
| 3M | -1.0% | +100.7% | -101.7% | -1.5% |
| 6M | -2.8% | +106.3% | -109.1% | -3.4% |
| YTD | -1.5% | +222.0% | -223.5% | -2.5% |
| 1Y | -0.4% | +299.5% | -300.0% | -2.0% |
| All | -0.4% | +299.5% | -300.0% | -2.0% |
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 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