-68.3%
AAL vs IOVA
-0.9%
-67.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.7% | +0.1% | -5.0% |
| 7D | +2.9% | -1.4% | +4.4% | +3.1% |
| 30D | +6.5% | -47.4% | +53.9% | +12.7% |
| 3M | -10.9% | +13.2% | -24.1% | -14.3% |
| 6M | +4.9% | +114.3% | -109.4% | -8.5% |
| YTD | -13.2% | +179.5% | -192.7% | -28.2% |
| 1Y | -1.1% | +200.4% | -201.5% | -19.3% |
| 3Y | +12.8% | +92.2% | -79.4% | -12.9% |
| 5Y | -34.4% | -63.8% | +29.4% | -42.9% |
| All | -68.3% | -0.9% | -67.4% | -74.7% |
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