+45.0%
AA vs IOVA
+12.2%
+32.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.3% |
| 7D | +1.2% | -8.5% | +9.7% | +2.4% |
| 30D | -5.0% | -44.7% | +39.7% | +0.9% |
| 3M | -22.2% | +26.2% | -48.5% | -26.7% |
| 6M | -36.3% | +123.2% | -159.5% | -45.7% |
| YTD | -24.2% | +196.0% | -220.1% | -39.5% |
| 1Y | +3.9% | +240.9% | -237.1% | -19.2% |
| 3Y | +67.6% | +103.5% | -36.0% | +23.2% |
| 5Y | -8.8% | -65.5% | +56.6% | -21.5% |
| 10Y | +45.0% | +7.0% | +37.9% | +2.2% |
| All | +45.0% | +12.2% | +32.7% | +2.2% |
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 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