+983.6%
AAOI vs IOVA
+110.8%
+872.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.7% |
| 7D | +4.7% | -2.2% | +6.9% | +5.0% |
| 30D | -18.7% | +31.7% | -50.5% | -22.3% |
| 3M | -33.7% | +117.3% | -151.0% | -43.2% |
| 6M | -2.4% | +55.8% | -58.3% | -12.0% |
| YTD | +209.6% | +208.8% | +0.8% | +147.8% |
| 1Y | +355.0% | +255.7% | +99.3% | +252.0% |
| 3Y | +814.7% | +41.7% | +773.0% | +623.6% |
| 5Y | +1,298.1% | -64.9% | +1,363.0% | +1,132.7% |
| 10Y | +449.8% | +6.3% | +443.5% | +295.3% |
| All | +983.6% | +110.8% | +872.9% | +699.6% |
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