+12.8%
IEFA vs IOVA
+323.0%
-310.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -11.0% | +8.0% | -2.7% |
| 7D | -1.7% | -19.0% | +17.3% | -1.3% |
| 30D | -1.8% | -40.3% | +38.5% | -1.0% |
| 3M | -4.5% | +78.3% | -82.8% | -6.8% |
| 6M | +1.8% | +94.5% | -92.7% | -1.3% |
| YTD | +8.5% | +183.5% | -175.0% | +4.6% |
| 1Y | +12.8% | +327.6% | -314.8% | +8.0% |
| All | +12.8% | +323.0% | -310.2% | +8.0% |
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