+66.8%
AA vs IOVA
+99.0%
-32.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.9% |
| 7D | +0.5% | -3.5% | +4.0% | +0.9% |
| 30D | -0.6% | -45.4% | +44.8% | +4.3% |
| 3M | -19.7% | +19.0% | -38.7% | -23.1% |
| 6M | -41.6% | +112.0% | -153.6% | -48.5% |
| YTD | -24.6% | +184.2% | -208.9% | -37.7% |
| 1Y | +4.9% | +222.0% | -217.1% | -15.0% |
| 3Y | +66.8% | +92.6% | -25.7% | +15.9% |
| All | +66.8% | +99.0% | -32.1% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling