+3,875.0%
AEHR vs IOVA
+3.8%
+3,871.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.2% |
| 7D | +23.0% | -6.4% | +29.4% | +24.5% |
| 30D | -19.9% | +25.4% | -45.4% | -23.8% |
| 3M | +0.5% | +115.3% | -114.8% | -15.1% |
| 6M | +123.6% | +56.5% | +67.0% | +99.2% |
| YTD | +364.6% | +198.2% | +166.5% | +264.4% |
| 1Y | +255.3% | +242.0% | +13.3% | +167.2% |
| 3Y | +89.7% | +36.8% | +52.9% | +47.7% |
| 5Y | +827.9% | -64.3% | +892.1% | +704.9% |
| All | +3,875.0% | +3.8% | +3,871.2% | +3,482.0% |
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