+155.5%
AGI vs IOVA
-91.6%
+247.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.9% |
| 7D | +0.6% | +9.7% | -9.1% | +0.4% |
| 30D | +18.2% | +102.5% | -84.3% | +16.3% |
| 3M | -4.1% | +100.7% | -104.8% | -5.8% |
| 6M | -28.7% | +106.3% | -135.0% | -30.1% |
| YTD | -4.0% | +222.0% | -226.0% | -6.9% |
| 1Y | +17.4% | +299.5% | -282.1% | +13.2% |
| 3Y | +203.0% | +42.9% | +160.1% | +192.9% |
| 5Y | +376.7% | -65.0% | +441.6% | +366.3% |
| 10Y | +407.5% | +10.3% | +397.2% | +379.4% |
| All | +155.5% | -91.6% | +247.1% | +114.8% |
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 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