+49.0%
IVZ vs IOVA
+34.0%
+15.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.4% |
| 7D | -2.4% | -5.2% | +2.7% | -1.9% |
| 30D | -11.2% | -37.8% | +26.6% | -7.8% |
| 3M | -14.0% | +29.5% | -43.4% | -18.5% |
| 6M | +0.5% | +96.6% | -96.1% | -11.0% |
| YTD | +5.4% | +194.5% | -189.1% | -12.7% |
| 1Y | +19.5% | +248.1% | -228.6% | -3.5% |
| 3Y | +128.7% | +86.1% | +42.6% | +79.1% |
| 5Y | +28.8% | -67.8% | +96.6% | +14.3% |
| All | +49.0% | +34.0% | +15.0% | +8.4% |
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