+50.4%
IEFA vs IOVA
-62.2%
+112.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.6% | +0.7% |
| 7D | -1.6% | -2.2% | +0.6% | -1.5% |
| 30D | -1.5% | +27.6% | -29.1% | -2.9% |
| 3M | +3.4% | +117.2% | -113.8% | -1.5% |
| 6M | +9.5% | +77.7% | -68.2% | +4.9% |
| YTD | +13.0% | +215.0% | -202.0% | +4.4% |
| 1Y | +18.0% | +255.4% | -237.4% | +7.7% |
| 3Y | +65.4% | +42.6% | +22.7% | +50.0% |
| All | +50.4% | -62.2% | +112.6% | +40.2% |
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