-14.3%
AAOI vs IOVA
+50.2%
-64.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -3.7% |
| 7D | +2.9% | -6.4% | +9.3% | +4.1% |
| 30D | -23.1% | +25.4% | -48.5% | -25.7% |
| 3M | -41.0% | +115.3% | -156.4% | -49.2% |
| 6M | -14.3% | +56.5% | -70.8% | +8.3% |
| All | -14.3% | +50.2% | -64.5% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling