+34.8%
AIG vs IOVA
+43.8%
-9.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | +0.3% |
| 7D | -1.2% | -2.2% | +1.0% | -1.1% |
| 30D | -1.1% | +27.6% | -28.7% | -1.4% |
| 3M | +0.7% | +117.2% | -116.5% | -0.6% |
| 6M | -2.2% | +77.7% | -79.9% | -3.2% |
| YTD | -10.8% | +215.0% | -225.9% | -12.7% |
| 1Y | -2.0% | +255.4% | -257.4% | -4.4% |
| 3Y | +34.8% | +42.6% | -7.8% | +31.3% |
| All | +34.8% | +43.8% | -9.0% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling