+132.3%
AA vs IOVA
+4.5%
+127.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.2% | -1.5% |
| 7D | -0.6% | -2.2% | +1.6% | -0.3% |
| 30D | -1.6% | +31.7% | -33.3% | -5.4% |
| 3M | -29.8% | +117.3% | -147.1% | -38.2% |
| 6M | -16.6% | +55.8% | -72.4% | -24.2% |
| YTD | -4.0% | +208.8% | -212.8% | -22.1% |
| 1Y | +63.5% | +255.7% | -192.2% | +28.6% |
| 3Y | +86.8% | +41.7% | +45.1% | +46.5% |
| 5Y | +12.4% | -64.9% | +77.3% | -1.4% |
| 10Y | +132.3% | +6.3% | +126.0% | +63.0% |
| All | +132.3% | +4.5% | +127.9% | +63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling