+140.8%
IEMG vs IOVA
+9.7%
+131.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.4% | +0.8% |
| 7D | -1.3% | -2.2% | +0.9% | -1.2% |
| 30D | +1.9% | +27.6% | -25.7% | +0.1% |
| 3M | +1.4% | +117.2% | -115.8% | -4.7% |
| 6M | +15.2% | +77.7% | -62.5% | +9.1% |
| YTD | +23.8% | +215.0% | -191.2% | +12.1% |
| 1Y | +30.7% | +255.4% | -224.7% | +16.4% |
| 3Y | +83.3% | +42.6% | +40.7% | +62.5% |
| 5Y | +48.8% | -62.2% | +111.0% | +38.5% |
| All | +140.8% | +9.7% | +131.1% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling