-2.6%
IEF vs IOVA
+118.0%
-120.5%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -2.0% | -3.5% | +1.5% | -2.0% |
| 30D | +0.7% | -45.4% | +46.1% | +0.6% |
| 3M | -2.5% | +19.0% | -21.5% | -2.8% |
| 6M | -2.6% | +112.0% | -114.6% | -3.3% |
| All | -2.6% | +118.0% | -120.5% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling