+54.4%
AIG vs IOVA
-66.4%
+120.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.1% |
| 7D | -2.4% | -6.4% | +4.1% | -2.2% |
| 30D | -2.9% | +25.4% | -28.4% | -3.6% |
| 3M | +0.8% | +115.3% | -114.6% | -1.6% |
| 6M | -2.7% | +56.5% | -59.2% | -4.3% |
| YTD | -11.2% | +198.2% | -209.4% | -14.5% |
| 1Y | -1.5% | +242.0% | -243.5% | -5.9% |
| 3Y | +34.4% | +36.8% | -2.4% | +27.8% |
| 5Y | +54.4% | -64.3% | +118.7% | +52.5% |
| All | +54.4% | -66.4% | +120.9% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling