+126.7%
AMAT vs IOVA
-67.9%
+194.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.3% | +3.9% |
| 7D | -14.7% | -5.2% | -9.5% | -14.2% |
| 30D | -36.1% | -37.8% | +1.7% | -33.9% |
| 3M | -36.9% | +29.5% | -66.3% | -39.2% |
| 6M | -22.2% | +96.6% | -118.8% | -29.1% |
| YTD | +29.9% | +194.5% | -164.6% | +12.3% |
| 1Y | +43.3% | +248.1% | -204.8% | +21.1% |
| 3Y | +142.7% | +86.1% | +56.6% | +95.6% |
| All | +126.7% | -67.9% | +194.6% | +115.1% |
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