+31.2%
IEF vs IOVA
-92.7%
+124.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 3M | -1.9% | +13.2% | -15.1% | -1.9% |
| 6M | -2.4% | +114.3% | -116.7% | -2.3% |
| YTD | -3.0% | +179.5% | -182.5% | -2.9% |
| 1Y | -3.1% | +200.4% | -203.5% | -3.0% |
| 3Y | +10.7% | +92.2% | -81.5% | +10.9% |
| 5Y | -8.0% | -63.8% | +55.8% | -7.9% |
| 10Y | +6.9% | +0.4% | +6.5% | +7.4% |
| All | +31.2% | -92.7% | +124.0% | +33.9% |
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