-2.6%
AGG vs IOVA
-62.2%
+59.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.7% | -0.1% |
| 7D | -1.1% | -2.2% | +1.1% | -1.0% |
| 30D | -1.1% | +27.6% | -28.7% | -1.4% |
| 3M | -1.9% | +117.2% | -119.1% | -2.7% |
| 6M | -1.7% | +77.7% | -79.4% | -2.4% |
| YTD | -1.3% | +215.0% | -216.3% | -2.5% |
| 1Y | -0.7% | +255.4% | -256.1% | -2.2% |
| 3Y | +12.5% | +42.6% | -30.1% | +10.5% |
| All | -2.6% | -62.2% | +59.6% | -3.7% |
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