+6.6%
ADM vs IOVA
+85.3%
-78.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -0.8% |
| 7D | -9.0% | -5.2% | -3.8% | -9.0% |
| 30D | -14.0% | -37.8% | +23.8% | -13.5% |
| 3M | -9.2% | +29.5% | -38.6% | -9.9% |
| 6M | -9.2% | +96.6% | -105.7% | -10.9% |
| YTD | +24.2% | +194.5% | -170.3% | +20.1% |
| 1Y | +27.0% | +248.1% | -221.1% | +22.0% |
| 3Y | +6.6% | +86.1% | -79.5% | -1.7% |
| All | +6.6% | +85.3% | -78.6% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling