+120.6%
ADM vs IOVA
-0.9%
+121.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.7% | +5.8% | +0.3% |
| 7D | +0.7% | -1.4% | +2.1% | +0.7% |
| 30D | -14.7% | -47.4% | +32.7% | -13.1% |
| 3M | -10.4% | +13.2% | -23.6% | -11.7% |
| 6M | -10.9% | +114.3% | -125.3% | -14.9% |
| YTD | +26.0% | +179.5% | -153.5% | +18.0% |
| 1Y | +26.5% | +200.4% | -173.9% | +17.9% |
| 3Y | +8.2% | +92.2% | -84.0% | -2.2% |
| 5Y | +24.0% | -63.8% | +87.8% | +18.1% |
| All | +120.6% | -0.9% | +121.6% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling