+44.1%
AAL vs IOVA
-92.3%
+136.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -1.9% | +1.8% |
| 7D | +4.6% | -5.2% | +9.8% | +4.7% |
| 30D | +2.6% | -37.8% | +40.3% | +3.5% |
| 3M | -17.8% | +29.5% | -47.2% | -18.7% |
| 6M | +1.9% | +96.6% | -94.7% | -0.9% |
| YTD | -14.0% | +194.5% | -208.5% | -17.5% |
| 1Y | +0.2% | +248.1% | -247.8% | -4.3% |
| 3Y | +13.0% | +86.1% | -73.1% | +7.8% |
| 5Y | -39.6% | -67.8% | +28.2% | -41.4% |
| 10Y | -65.7% | +38.6% | -104.3% | -67.1% |
| All | +44.1% | -92.3% | +136.5% | +49.5% |
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