+41.9%
AA vs IOVA
-92.3%
+134.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +2.8% |
| 7D | +0.9% | -5.2% | +6.1% | +1.0% |
| 30D | -6.7% | -37.8% | +31.1% | -5.7% |
| 3M | -16.3% | +29.5% | -45.8% | -17.5% |
| 6M | -37.1% | +96.6% | -133.7% | -39.0% |
| YTD | -25.0% | +194.5% | -219.5% | -28.5% |
| 1Y | +8.6% | +248.1% | -239.5% | +2.9% |
| 3Y | +57.2% | +86.1% | -28.9% | +48.8% |
| 5Y | -13.0% | -67.8% | +54.8% | -15.8% |
| 10Y | +65.5% | +38.6% | +26.9% | +57.4% |
| All | +41.9% | -92.3% | +134.2% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling