+33.4%
AG vs IOVA
+362.8%
-329.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.5% | +10.6% | +9.3% |
| 7D | -2.6% | -41.3% | +38.7% | +2.9% |
| 30D | -12.1% | -38.5% | +26.4% | -7.8% |
| 3M | -6.6% | +99.5% | -106.1% | -15.9% |
| 6M | -20.5% | +126.0% | -146.4% | -30.2% |
| YTD | -7.4% | +218.7% | -226.1% | -24.9% |
| 1Y | +33.4% | +378.0% | -344.6% | +4.2% |
| All | +33.4% | +362.8% | -329.4% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling