+299.5%
IOVA vs EFV
+30.7%
+268.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.2% |
| 7D | +9.7% | +1.5% | +8.3% | +7.7% |
| 30D | +102.5% | +1.7% | +100.8% | +98.0% |
| 3M | +100.7% | +8.6% | +92.0% | +80.3% |
| 6M | +106.3% | +11.7% | +94.7% | +79.7% |
| YTD | +222.0% | +19.3% | +202.7% | +147.1% |
| 1Y | +299.5% | +30.2% | +269.3% | +139.1% |
| All | +299.5% | +30.7% | +268.9% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling