+128.7%
IVZ vs IOVA
+78.3%
+50.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -11.0% | +3.0% | -7.0% |
| 7D | -6.7% | -19.0% | +12.4% | -5.0% |
| 30D | -10.9% | -40.3% | +29.4% | -7.8% |
| 3M | -14.8% | +78.3% | -93.2% | -22.0% |
| 6M | +2.4% | +94.5% | -92.1% | -8.0% |
| YTD | +5.4% | +183.5% | -178.1% | -10.7% |
| 1Y | +19.6% | +327.6% | -308.1% | -4.5% |
| All | +128.7% | +78.3% | +50.4% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling