+267.5%
AEM vs IOVA
-91.6%
+359.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.2% |
| 7D | -0.5% | +9.7% | -10.3% | -0.7% |
| 30D | +24.0% | +102.5% | -78.5% | +22.7% |
| 3M | +16.1% | +100.7% | -84.6% | +14.8% |
| 6M | -11.6% | +106.3% | -118.0% | -12.8% |
| YTD | +21.5% | +222.0% | -200.4% | +19.2% |
| 1Y | +39.2% | +299.5% | -260.4% | +35.9% |
| 3Y | +347.4% | +42.9% | +304.5% | +337.9% |
| 5Y | +290.1% | -65.0% | +355.1% | +284.4% |
| 10Y | +357.8% | +10.3% | +347.5% | +345.5% |
| All | +267.5% | -91.6% | +359.2% | +244.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling