+131.7%
AG vs IOVA
+299.5%
-167.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | +1.0% | +9.7% | -8.7% | -0.3% |
| 30D | +19.2% | +102.5% | -83.4% | +7.9% |
| 3M | +6.2% | +100.7% | -94.5% | -4.2% |
| 6M | -26.7% | +106.3% | -133.0% | -35.0% |
| YTD | +26.1% | +222.0% | -195.9% | +0.9% |
| 1Y | +131.7% | +299.5% | -167.9% | +78.3% |
| All | +131.7% | +299.5% | -167.9% | +78.3% |
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 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