+78.8%
AA vs IOVA
-91.6%
+170.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.2% | -2.1% |
| 7D | -0.7% | +9.7% | -10.4% | -1.0% |
| 30D | +5.0% | +102.5% | -97.6% | +2.5% |
| 3M | -35.8% | +100.7% | -136.5% | -37.4% |
| 6M | -18.4% | +106.3% | -124.7% | -20.8% |
| YTD | -5.5% | +222.0% | -227.5% | -9.7% |
| 1Y | +61.0% | +299.5% | -238.6% | +52.5% |
| 3Y | +66.2% | +42.9% | +23.3% | +58.7% |
| 5Y | +11.4% | -65.0% | +76.4% | +8.0% |
| 10Y | +116.9% | +10.3% | +106.6% | +106.9% |
| All | +78.8% | -91.6% | +170.5% | +68.3% |
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