+38.2%
IVZ vs IOVA
-0.9%
+39.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.1% | 0.0% |
| 7D | +5.1% | -1.4% | +6.6% | +5.3% |
| 30D | -1.6% | -47.4% | +45.8% | +4.1% |
| 3M | -9.1% | +13.2% | -22.3% | -12.6% |
| 6M | +1.8% | +114.3% | -112.5% | -10.6% |
| YTD | +10.8% | +179.5% | -168.6% | -7.5% |
| 1Y | +19.1% | +200.4% | -181.3% | -1.8% |
| 3Y | +144.4% | +92.2% | +52.2% | +91.1% |
| 5Y | +33.6% | -63.8% | +97.3% | +17.0% |
| All | +38.2% | -0.9% | +39.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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