+4.1%
IOVA vs EFV
+169.9%
-165.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +4.3% |
| 7D | -2.2% | -0.8% | -1.4% | -1.1% |
| 30D | +27.6% | +0.6% | +27.0% | +26.6% |
| 3M | +117.2% | +7.5% | +109.6% | +98.7% |
| 6M | +77.7% | +13.0% | +64.7% | +53.5% |
| YTD | +215.0% | +18.3% | +196.7% | +155.8% |
| 1Y | +255.4% | +26.7% | +228.6% | +166.0% |
| 3Y | +42.6% | +89.6% | -47.0% | -30.4% |
| 5Y | -62.2% | +98.2% | -160.4% | -82.5% |
| All | +4.1% | +169.9% | -165.8% | -67.4% |
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