+61.0%
AA vs IOVA
+299.5%
-238.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.2% | -2.2% |
| 7D | -0.7% | +9.7% | -10.4% | -1.3% |
| 30D | +5.0% | +102.5% | -97.6% | -0.6% |
| 3M | -35.8% | +100.7% | -136.5% | -39.6% |
| 6M | -18.4% | +106.3% | -124.7% | -24.3% |
| YTD | -5.5% | +222.0% | -227.5% | -18.5% |
| 1Y | +61.0% | +299.5% | -238.6% | +32.7% |
| All | +61.0% | +299.5% | -238.6% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling