+38.3%
AGG vs IOVA
-92.6%
+130.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | -1.5% | -3.5% | +2.0% | -1.5% |
| 30D | +0.6% | -45.4% | +46.0% | +0.7% |
| 3M | -1.6% | +19.0% | -20.6% | -1.7% |
| 6M | -1.6% | +112.0% | -113.6% | -1.7% |
| YTD | -1.5% | +184.2% | -185.8% | -1.7% |
| 1Y | -1.1% | +222.0% | -223.1% | -1.3% |
| 3Y | +13.6% | +92.6% | -78.9% | +13.4% |
| 5Y | -1.7% | -63.2% | +61.5% | -1.8% |
| 10Y | +16.1% | +2.1% | +14.0% | +16.1% |
| All | +38.3% | -92.6% | +130.9% | +38.9% |
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