+65.1%
IVZ vs IOVA
-64.9%
+130.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | +0.6% | +9.7% | -9.1% | -0.4% |
| 30D | +4.0% | +102.5% | -98.5% | -5.0% |
| 3M | +18.2% | +100.7% | -82.5% | +7.4% |
| 6M | +32.8% | +106.3% | -73.5% | +18.9% |
| YTD | +28.7% | +222.0% | -193.2% | +8.2% |
| 1Y | +55.4% | +299.5% | -244.2% | +25.4% |
| 3Y | +135.2% | +42.9% | +92.3% | +92.2% |
| All | +65.1% | -64.9% | +130.0% | +54.2% |
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