+147.1%
AMAT vs IOVA
-67.3%
+214.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.6% | +9.8% | +11.2% |
| 7D | -1.1% | +1.9% | -2.9% | -1.1% |
| 30D | -26.9% | -44.1% | +17.2% | -23.7% |
| 3M | -31.2% | +28.9% | -60.1% | -33.8% |
| 6M | -14.7% | +125.7% | -140.4% | -23.3% |
| YTD | +44.7% | +199.3% | -154.6% | +24.8% |
| 1Y | +62.0% | +255.2% | -193.3% | +36.6% |
| 3Y | +165.0% | +106.8% | +58.1% | +110.8% |
| 5Y | +147.1% | -67.1% | +214.2% | +133.4% |
| All | +147.1% | -67.3% | +214.4% | +133.4% |
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 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