+229.7%
ADM vs IOVA
-92.3%
+322.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +0.1% | -7.0% | +7.1% | +0.2% |
| 30D | -11.8% | -44.4% | +32.6% | -11.3% |
| 3M | -11.3% | +24.7% | -36.0% | -11.8% |
| 6M | -10.0% | +118.6% | -128.7% | -11.2% |
| YTD | +25.9% | +196.3% | -170.4% | +23.5% |
| 1Y | +26.7% | +205.3% | -178.6% | +24.1% |
| 3Y | +8.1% | +103.8% | -95.6% | +5.3% |
| 5Y | +23.5% | -65.6% | +89.1% | +21.6% |
| 10Y | +128.2% | +6.4% | +121.8% | +121.2% |
| All | +229.7% | -92.3% | +322.0% | +214.5% |
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