-65.4%
AAL vs IOVA
+28.7%
-94.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.8% | +7.3% |
| 7D | +8.3% | +1.9% | +6.4% | +7.9% |
| 30D | +11.0% | -44.1% | +55.1% | +16.7% |
| 3M | -11.2% | +28.9% | -40.0% | -15.9% |
| 6M | +6.1% | +125.7% | -119.6% | -8.0% |
| YTD | -7.6% | +199.3% | -206.9% | -24.2% |
| 1Y | +3.7% | +255.2% | -251.5% | -17.1% |
| 3Y | +20.5% | +106.8% | -86.3% | -7.7% |
| 5Y | -36.4% | -67.1% | +30.7% | -44.1% |
| 10Y | -65.4% | +16.7% | -82.2% | -72.9% |
| All | -65.4% | +28.7% | -94.1% | -72.9% |
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 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