+39.2%
AEM vs IOVA
+299.5%
-260.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -0.5% | +9.7% | -10.3% | -1.4% |
| 30D | +24.0% | +102.5% | -78.5% | +16.2% |
| 3M | +16.1% | +100.7% | -84.6% | +8.5% |
| 6M | -11.6% | +106.3% | -118.0% | -18.3% |
| YTD | +21.5% | +222.0% | -200.4% | +7.0% |
| 1Y | +39.2% | +299.5% | -260.4% | +21.5% |
| All | +39.2% | +299.5% | -260.4% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling