+279.0%
AG vs IOVA
+50.0%
+229.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +4.5% | +5.1% | -0.6% | +3.9% |
| 30D | +12.9% | +37.2% | -24.4% | +9.0% |
| 3M | +20.9% | +117.5% | -96.6% | +9.7% |
| 6M | -19.5% | +69.6% | -89.1% | -25.6% |
| YTD | +24.8% | +218.7% | -193.9% | +6.3% |
| 1Y | +120.2% | +265.5% | -145.3% | +83.3% |
| 3Y | +279.0% | +46.2% | +232.8% | +205.5% |
| All | +279.0% | +50.0% | +229.0% | +205.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling