+346.7%
AEM vs IOVA
+3.8%
+342.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.7% |
| 7D | -5.0% | -6.4% | +1.4% | -4.8% |
| 30D | +8.5% | +25.4% | -17.0% | +7.3% |
| 3M | +29.3% | +115.3% | -86.1% | +24.3% |
| 6M | -12.9% | +56.5% | -69.5% | -15.4% |
| YTD | +16.8% | +198.2% | -181.4% | +10.0% |
| 1Y | +29.8% | +242.0% | -212.2% | +21.3% |
| 3Y | +336.7% | +36.8% | +299.9% | +308.5% |
| 5Y | +299.9% | -64.3% | +364.2% | +282.9% |
| All | +346.7% | +3.8% | +342.9% | +378.8% |
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