+378.0%
IOVA vs EFV
+25.8%
+352.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -3.7% |
| 7D | -41.3% | +2.9% | -44.1% | -42.7% |
| 30D | -38.5% | +3.6% | -42.1% | -40.4% |
| 3M | +99.5% | -0.1% | +99.7% | +99.9% |
| 6M | +126.0% | +9.6% | +116.4% | +107.2% |
| YTD | +218.7% | +17.0% | +201.7% | +180.7% |
| 1Y | +378.0% | +25.7% | +352.4% | +271.0% |
| All | +378.0% | +25.8% | +352.2% | +271.0% |
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