+93.7%
AG vs IOVA
-92.6%
+186.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.5% |
| 7D | -10.0% | -3.5% | -6.5% | -9.9% |
| 30D | -10.5% | -45.4% | +34.9% | -9.2% |
| 3M | -27.3% | +19.0% | -46.3% | -27.8% |
| 6M | -43.0% | +112.0% | -155.0% | -44.4% |
| YTD | -17.9% | +184.2% | -202.2% | -20.8% |
| 1Y | +11.9% | +222.0% | -210.1% | +7.6% |
| 3Y | +201.8% | +92.6% | +109.3% | +189.3% |
| 5Y | -0.1% | -63.2% | +63.1% | -2.7% |
| 10Y | +72.7% | +2.1% | +70.6% | +65.5% |
| All | +93.7% | -92.6% | +186.3% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling