+204.4%
IEFA vs IOVA
-71.3%
+275.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | +2.2% | -3.5% | +5.7% | +2.3% |
| 30D | +1.1% | -45.4% | +46.5% | +2.1% |
| 3M | -4.3% | +19.0% | -23.3% | -5.1% |
| 6M | +1.4% | +112.0% | -110.6% | -1.0% |
| YTD | +10.1% | +184.2% | -174.2% | +6.4% |
| 1Y | +12.9% | +222.0% | -209.1% | +8.8% |
| 3Y | +65.8% | +92.6% | -26.8% | +58.7% |
| 5Y | +47.7% | -63.2% | +110.8% | +43.6% |
| 10Y | +146.8% | +2.1% | +144.7% | +135.4% |
| All | +204.4% | -71.3% | +275.6% | +181.2% |
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 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