-27.7%
AGI vs IOVA
+67.9%
-95.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.5% |
| 7D | +2.2% | -2.2% | +4.4% | +2.4% |
| 30D | +11.3% | +31.7% | -20.5% | +9.3% |
| 3M | +5.6% | +117.3% | -111.6% | +1.2% |
| 6M | -27.7% | +55.8% | -83.5% | -24.6% |
| All | -27.7% | +67.9% | -95.6% | -24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling