+337.4%
AGI vs IOVA
+9.7%
+327.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +0.5% |
| 7D | -2.7% | -2.2% | -0.6% | -2.7% |
| 30D | +7.2% | +27.6% | -20.4% | +6.2% |
| 3M | +4.3% | +117.2% | -112.9% | +0.8% |
| 6M | -27.1% | +77.7% | -104.8% | -29.2% |
| YTD | -6.6% | +215.0% | -221.6% | -11.5% |
| 1Y | +9.5% | +255.4% | -245.9% | +3.1% |
| 3Y | +208.4% | +42.6% | +165.8% | +191.2% |
| 5Y | +401.6% | -62.2% | +463.9% | +378.1% |
| All | +337.4% | +9.7% | +327.7% | +357.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling