+233.8%
AEM vs IOVA
-92.3%
+326.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +1.4% | -7.0% | +8.4% | +1.5% |
| 30D | -1.2% | -44.4% | +43.3% | -0.4% |
| 3M | +2.5% | +24.7% | -22.1% | +2.0% |
| 6M | -5.1% | +118.6% | -123.7% | -6.5% |
| YTD | +10.4% | +196.3% | -185.9% | +8.2% |
| 1Y | +11.8% | +205.3% | -193.5% | +9.4% |
| 3Y | +315.6% | +103.8% | +211.9% | +304.9% |
| 5Y | +266.3% | -65.6% | +331.8% | +260.5% |
| 10Y | +427.4% | +6.4% | +420.9% | +412.8% |
| All | +233.8% | -92.3% | +326.1% | +212.3% |
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