-64.9%
IOVA vs EFV
+95.4%
-160.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -1.8% |
| 7D | -2.2% | -0.5% | -1.7% | -1.4% |
| 30D | +31.7% | 0.0% | +31.7% | +31.6% |
| 3M | +117.3% | +8.4% | +108.8% | +92.7% |
| 6M | +55.8% | +12.3% | +43.5% | +31.5% |
| YTD | +208.8% | +17.4% | +191.4% | +141.8% |
| 1Y | +255.7% | +27.1% | +228.6% | +147.5% |
| 3Y | +41.7% | +90.7% | -49.0% | -40.4% |
| 5Y | -64.9% | +95.6% | -160.5% | -85.7% |
| All | -64.9% | +95.4% | -160.3% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling