+190.1%
AIG vs IOVA
-91.7%
+281.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -2.0% |
| 7D | -1.6% | +5.1% | -6.7% | -1.7% |
| 30D | -5.2% | +37.2% | -42.4% | -5.8% |
| 3M | +1.5% | +117.5% | -116.0% | -0.3% |
| 6M | -3.9% | +69.6% | -73.5% | -5.3% |
| YTD | -11.6% | +218.7% | -230.3% | -14.1% |
| 1Y | -2.9% | +265.5% | -268.5% | -6.1% |
| 3Y | +33.7% | +46.2% | -12.5% | +29.3% |
| 5Y | +52.7% | -63.2% | +115.9% | +49.4% |
| 10Y | +62.6% | +6.1% | +56.5% | +55.9% |
| All | +190.1% | -91.7% | +281.8% | +166.3% |
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 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