-9.2%
IEF vs IOVA
-66.4%
+57.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | -0.8% |
| 7D | -1.2% | -6.4% | +5.2% | -1.1% |
| 30D | -1.5% | +25.4% | -26.9% | -1.6% |
| 3M | -1.7% | +115.3% | -117.0% | -2.3% |
| 6M | -3.5% | +56.5% | -60.1% | -4.0% |
| YTD | -2.6% | +198.2% | -200.8% | -3.6% |
| 1Y | -2.4% | +242.0% | -244.4% | -3.5% |
| 3Y | +8.9% | +36.8% | -27.9% | +7.4% |
| 5Y | -9.2% | -64.3% | +55.0% | -10.1% |
| All | -9.2% | -66.4% | +57.2% | -10.1% |
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