-92.0%
IOVA vs EFV
+204.6%
-296.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.2% |
| 7D | +9.7% | +1.5% | +8.2% | +8.1% |
| 30D | +102.5% | +1.7% | +100.8% | +98.9% |
| 3M | +100.7% | +8.6% | +92.0% | +84.4% |
| 6M | +106.3% | +11.7% | +94.7% | +84.7% |
| YTD | +222.0% | +19.3% | +202.7% | +169.1% |
| 1Y | +299.5% | +30.2% | +269.3% | +206.3% |
| 3Y | +42.9% | +91.6% | -48.7% | -21.8% |
| 5Y | -65.0% | +96.4% | -161.4% | -81.3% |
| 10Y | +10.3% | +166.5% | -156.2% | -54.4% |
| All | -92.0% | +204.6% | -296.6% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling