+293.4%
ADM vs IOVA
-91.6%
+385.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.3% |
| 7D | +3.8% | +9.7% | -6.0% | +3.7% |
| 30D | +9.8% | +102.5% | -92.8% | +8.7% |
| 3M | +2.1% | +100.7% | -98.6% | +1.1% |
| 6M | +27.5% | +106.3% | -78.8% | +26.0% |
| YTD | +50.2% | +222.0% | -171.8% | +47.5% |
| 1Y | +40.6% | +299.5% | -259.0% | +37.5% |
| 3Y | +17.2% | +42.9% | -25.7% | +14.8% |
| 5Y | +61.9% | -65.0% | +126.9% | +59.7% |
| 10Y | +159.3% | +10.3% | +149.0% | +151.7% |
| All | +293.4% | -91.6% | +385.0% | +275.7% |
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 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