+132.8%
AMAT vs IOVA
+78.3%
+54.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -11.0% | -2.5% | -12.8% |
| 7D | -24.3% | -19.0% | -5.2% | -23.2% |
| 30D | -39.8% | -40.3% | +0.5% | -38.1% |
| 3M | -40.2% | +78.3% | -118.5% | -43.2% |
| 6M | -22.1% | +94.5% | -116.6% | -27.0% |
| YTD | +24.7% | +183.5% | -158.8% | +12.7% |
| 1Y | +33.3% | +327.6% | -294.4% | +15.9% |
| All | +132.8% | +78.3% | +54.5% | +117.8% |
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 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