+66.5%
AG vs IOVA
+3.8%
+62.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.4% | -4.5% |
| 7D | -5.8% | -6.4% | +0.6% | -5.2% |
| 30D | +6.4% | +25.4% | -19.1% | +4.2% |
| 3M | +28.4% | +115.3% | -87.0% | +18.5% |
| 6M | -24.5% | +56.5% | -81.0% | -28.7% |
| YTD | +21.2% | +198.2% | -177.0% | +7.2% |
| 1Y | +114.1% | +242.0% | -127.9% | +86.0% |
| 3Y | +268.0% | +36.8% | +231.2% | +222.8% |
| 5Y | +67.3% | -64.3% | +131.6% | +53.9% |
| All | +66.5% | +3.8% | +62.7% | +65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling