-8.0%
IEF vs IOVA
-66.8%
+58.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.8% |
| 7D | -1.9% | -1.4% | -0.5% | -1.9% |
| 30D | +1.1% | -47.4% | +48.5% | +1.4% |
| 3M | -1.9% | +13.2% | -15.1% | -2.2% |
| 6M | -2.4% | +114.3% | -116.7% | -3.2% |
| YTD | -3.0% | +179.5% | -182.5% | -4.1% |
| 1Y | -3.1% | +200.4% | -203.5% | -4.3% |
| 3Y | +10.7% | +92.2% | -81.5% | +8.7% |
| 5Y | -8.0% | -63.8% | +55.8% | -9.5% |
| All | -8.0% | -66.8% | +58.8% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling