+224.7%
ADM vs IOVA
-92.2%
+316.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -7.8% | +1.9% | -9.7% | -7.9% |
| 30D | -12.6% | -44.1% | +31.5% | -12.1% |
| 3M | -8.2% | +28.9% | -37.1% | -8.7% |
| 6M | -8.9% | +125.7% | -134.6% | -10.2% |
| YTD | +24.0% | +199.3% | -175.3% | +21.6% |
| 1Y | +26.2% | +255.2% | -229.1% | +23.4% |
| 3Y | +7.0% | +106.8% | -99.8% | +4.2% |
| 5Y | +24.9% | -67.1% | +91.9% | +23.0% |
| 10Y | +102.6% | +16.7% | +85.9% | +96.3% |
| All | +224.7% | -92.2% | +316.9% | +209.6% |
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