-32.8%
AAL vs IOVA
-64.9%
+32.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | -3.7% | +9.7% | -13.5% | -4.8% |
| 30D | -20.8% | +102.5% | -123.3% | -28.4% |
| 3M | -1.3% | +100.7% | -102.0% | -11.4% |
| 6M | +5.4% | +106.3% | -101.0% | -7.0% |
| YTD | -14.4% | +222.0% | -236.3% | -29.8% |
| 1Y | +2.1% | +299.5% | -297.4% | -20.2% |
| 3Y | -10.6% | +42.9% | -53.5% | -29.5% |
| All | -32.8% | -64.9% | +32.1% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling