+43.6%
AAL vs IOVA
-91.6%
+135.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.2% |
| 7D | -3.7% | +9.7% | -13.5% | -4.0% |
| 30D | -20.8% | +102.5% | -123.3% | -22.5% |
| 3M | -1.3% | +100.7% | -102.0% | -3.5% |
| 6M | +5.4% | +106.3% | -101.0% | +2.7% |
| YTD | -14.4% | +222.0% | -236.3% | -17.6% |
| 1Y | +2.1% | +299.5% | -297.4% | -2.6% |
| 3Y | -10.6% | +42.9% | -53.5% | -14.0% |
| 5Y | -32.2% | -65.0% | +32.8% | -34.1% |
| 10Y | -62.7% | +10.3% | -73.0% | -64.1% |
| All | +43.6% | -91.6% | +135.2% | +49.3% |
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