+408.7%
AEM vs IOVA
+0.8%
+407.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -6.8% | -3.5% | -3.4% | -6.7% |
| 30D | +0.8% | -45.4% | +46.2% | +3.4% |
| 3M | -0.8% | +19.0% | -19.9% | -2.3% |
| 6M | -8.5% | +112.0% | -120.5% | -12.6% |
| YTD | +5.9% | +184.2% | -178.3% | -0.7% |
| 1Y | +6.6% | +222.0% | -215.4% | -0.7% |
| 3Y | +302.2% | +92.6% | +209.6% | +269.3% |
| 5Y | +250.8% | -63.2% | +314.0% | +233.7% |
| All | +408.7% | +0.8% | +407.9% | +404.6% |
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 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