+2.8%
IOVA vs EFV
+163.3%
-160.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.2% |
| 7D | -3.5% | +2.5% | -6.0% | -6.4% |
| 30D | -45.4% | +2.9% | -48.3% | -47.6% |
| 3M | +19.0% | -1.4% | +20.4% | +20.0% |
| 6M | +112.0% | +5.5% | +106.5% | +96.8% |
| YTD | +184.2% | +16.1% | +168.2% | +134.0% |
| 1Y | +222.0% | +20.3% | +201.7% | +153.2% |
| 3Y | +92.6% | +90.4% | +2.1% | -6.9% |
| 5Y | -63.2% | +93.5% | -156.7% | -82.6% |
| All | +2.8% | +163.3% | -160.6% | -65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling