+149.7%
AFL vs IOVA
-64.8%
+214.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | +1.4% | -7.0% | +8.5% | +1.5% |
| 30D | +9.7% | -44.4% | +54.1% | +10.4% |
| 3M | +5.5% | +24.7% | -19.1% | +4.6% |
| 6M | +11.2% | +118.6% | -107.5% | +8.7% |
| YTD | +17.1% | +196.3% | -179.3% | +13.4% |
| 1Y | +14.0% | +205.3% | -191.2% | +10.3% |
| 3Y | +66.3% | +103.8% | -37.5% | +58.1% |
| All | +149.7% | -64.8% | +214.5% | +145.0% |
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