+299.6%
AEM vs IOVA
-63.0%
+362.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | +4.3% | +5.1% | -0.7% | +4.1% |
| 30D | +13.1% | +37.2% | -24.1% | +11.3% |
| 3M | +24.8% | +117.5% | -92.7% | +19.6% |
| 6M | -8.2% | +69.6% | -77.8% | -11.4% |
| YTD | +19.8% | +218.7% | -198.9% | +12.1% |
| 1Y | +32.1% | +265.5% | -233.5% | +22.5% |
| 3Y | +348.2% | +46.2% | +302.0% | +317.2% |
| All | +299.6% | -63.0% | +362.6% | +282.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling