-65.1%
AAL vs IOVA
+4.5%
-69.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.6% |
| 7D | -1.3% | -2.2% | +0.9% | -1.1% |
| 30D | -13.7% | +31.7% | -45.5% | -16.8% |
| 3M | -8.2% | +117.3% | -125.4% | -17.9% |
| 6M | +13.1% | +55.8% | -42.7% | +4.2% |
| YTD | -15.6% | +208.8% | -224.4% | -29.5% |
| 1Y | +1.4% | +255.7% | -254.3% | -17.9% |
| 3Y | -7.4% | +41.7% | -49.1% | -24.8% |
| 5Y | -35.9% | -64.9% | +29.0% | -43.0% |
| 10Y | -65.1% | +6.3% | -71.4% | -72.7% |
| All | -65.1% | +4.5% | -69.6% | -72.7% |
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