+38.8%
IVZ vs IOVA
-67.2%
+106.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +2.2% | -8.5% | +10.7% | +3.1% |
| 30D | -2.2% | -44.7% | +42.6% | +2.5% |
| 3M | -8.4% | +26.2% | -34.7% | -12.8% |
| 6M | +6.2% | +123.2% | -117.0% | -6.6% |
| YTD | +12.4% | +196.0% | -183.6% | -6.1% |
| 1Y | +26.0% | +240.9% | -214.9% | +3.0% |
| 3Y | +147.9% | +103.5% | +44.3% | +93.5% |
| 5Y | +38.8% | -65.5% | +104.2% | +21.6% |
| All | +38.8% | -67.2% | +106.0% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling