+57.2%
AA vs IOVA
+85.3%
-28.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +2.5% |
| 7D | +0.9% | -5.2% | +6.1% | +1.3% |
| 30D | -6.7% | -37.8% | +31.1% | -3.4% |
| 3M | -16.3% | +29.5% | -45.8% | -20.6% |
| 6M | -37.1% | +96.6% | -133.7% | -44.1% |
| YTD | -25.0% | +194.5% | -219.5% | -38.3% |
| 1Y | +8.6% | +248.1% | -239.5% | -13.1% |
| 3Y | +57.2% | +86.1% | -28.9% | +8.0% |
| All | +57.2% | +85.3% | -28.0% | +8.0% |
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 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