+11.5%
AG vs IOVA
+189.0%
-177.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.7% | +0.4% | -4.5% |
| 7D | -6.0% | -1.4% | -4.6% | -5.8% |
| 30D | -14.3% | -47.4% | +33.0% | -8.0% |
| 3M | -26.9% | +13.2% | -40.1% | -29.6% |
| 6M | -42.1% | +114.3% | -156.4% | -49.4% |
| YTD | -15.9% | +179.5% | -195.3% | -33.5% |
| 1Y | +11.5% | +200.4% | -188.9% | -12.8% |
| All | +11.5% | +189.0% | -177.5% | -12.8% |
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