+63.7%
IEFA vs IOVA
+36.1%
+27.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.8% |
| 7D | -2.4% | -6.4% | +4.0% | -2.1% |
| 30D | -2.1% | +25.4% | -27.5% | -3.3% |
| 3M | +5.5% | +115.3% | -109.8% | +1.0% |
| 6M | +8.1% | +56.5% | -48.4% | +4.7% |
| YTD | +11.9% | +198.2% | -186.2% | +4.5% |
| 1Y | +18.1% | +242.0% | -223.9% | +8.9% |
| All | +63.7% | +36.1% | +27.6% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling