+145.6%
IEMG vs IOVA
-67.8%
+213.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | +2.8% | +5.1% | -2.3% | +2.7% |
| 30D | +4.6% | +37.2% | -32.6% | +3.8% |
| 3M | +5.5% | +117.5% | -112.0% | +3.2% |
| 6M | +19.7% | +69.6% | -49.9% | +17.5% |
| YTD | +25.5% | +218.7% | -193.2% | +21.1% |
| 1Y | +35.5% | +265.5% | -230.0% | +30.0% |
| 3Y | +88.0% | +46.2% | +41.8% | +80.6% |
| 5Y | +50.6% | -63.2% | +113.8% | +46.6% |
| 10Y | +138.4% | +6.1% | +132.3% | +126.7% |
| All | +145.6% | -67.8% | +213.4% | +126.6% |
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