+72.8%
AG vs IOVA
-64.1%
+136.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +2.4% |
| 7D | -0.1% | -2.2% | +2.1% | +0.1% |
| 30D | +12.5% | +31.7% | -19.3% | +9.0% |
| 3M | +28.2% | +117.3% | -89.1% | +15.8% |
| 6M | -18.8% | +55.8% | -74.7% | -24.5% |
| YTD | +27.4% | +208.8% | -181.4% | +8.5% |
| 1Y | +132.2% | +255.7% | -123.5% | +92.9% |
| 3Y | +286.9% | +41.7% | +245.2% | +222.8% |
| 5Y | +72.8% | -64.9% | +137.7% | +65.7% |
| All | +72.8% | -64.1% | +136.9% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling