+197.6%
AG vs IOVA
-91.6%
+289.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.0% |
| 7D | +1.0% | +9.7% | -8.7% | +0.8% |
| 30D | +19.2% | +102.5% | -83.4% | +16.8% |
| 3M | +6.2% | +100.7% | -94.5% | +4.0% |
| 6M | -26.7% | +106.3% | -133.0% | -28.4% |
| YTD | +26.1% | +222.0% | -195.9% | +21.7% |
| 1Y | +131.7% | +299.5% | -167.9% | +122.0% |
| 3Y | +255.3% | +42.9% | +212.4% | +242.8% |
| 5Y | +61.9% | -65.0% | +126.9% | +58.1% |
| 10Y | +72.0% | +10.3% | +61.7% | +64.9% |
| All | +197.6% | -91.6% | +289.2% | +184.1% |
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