+206.0%
IEFA vs IOVA
-70.0%
+276.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.1% | -7.0% | +5.9% | -0.9% |
| 30D | +1.3% | -44.4% | +45.7% | +2.3% |
| 3M | -3.2% | +24.7% | -27.8% | -4.1% |
| 6M | +2.0% | +118.6% | -116.7% | -0.5% |
| YTD | +10.7% | +196.3% | -185.6% | +6.9% |
| 1Y | +13.0% | +205.3% | -192.3% | +9.0% |
| 3Y | +67.1% | +103.8% | -36.7% | +59.8% |
| 5Y | +49.4% | -65.6% | +115.0% | +45.4% |
| 10Y | +148.2% | +6.4% | +141.7% | +136.5% |
| All | +206.0% | -70.0% | +276.1% | +182.5% |
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