+167.3%
IVZ vs IOVA
-91.6%
+258.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.1% |
| 7D | +0.6% | +9.7% | -9.1% | +0.3% |
| 30D | +4.0% | +102.5% | -98.5% | +1.3% |
| 3M | +18.2% | +100.7% | -82.5% | +15.0% |
| 6M | +32.8% | +106.3% | -73.5% | +28.7% |
| YTD | +28.7% | +222.0% | -193.2% | +22.7% |
| 1Y | +55.4% | +299.5% | -244.2% | +46.6% |
| 3Y | +135.2% | +42.9% | +92.3% | +123.9% |
| 5Y | +64.2% | -65.0% | +129.2% | +59.1% |
| 10Y | +64.6% | +10.3% | +54.3% | +54.9% |
| All | +167.3% | -91.6% | +258.9% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling