+64.2%
AIG vs IOVA
+9.7%
+54.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | +0.1% |
| 7D | -1.2% | -2.2% | +1.0% | -1.0% |
| 30D | -1.1% | +27.6% | -28.7% | -2.7% |
| 3M | +0.7% | +117.2% | -116.5% | -4.9% |
| 6M | -2.2% | +77.7% | -79.9% | -6.9% |
| YTD | -10.8% | +215.0% | -225.9% | -18.8% |
| 1Y | -2.0% | +255.4% | -257.4% | -12.1% |
| 3Y | +34.8% | +42.6% | -7.8% | +19.2% |
| 5Y | +55.0% | -62.2% | +117.3% | +45.5% |
| All | +64.2% | +9.7% | +54.5% | +40.4% |
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