+3,299.4%
AMAT vs IOVA
-92.6%
+3,392.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -11.0% | -2.5% | -13.2% |
| 7D | -24.3% | -19.0% | -5.2% | -23.7% |
| 30D | -39.8% | -40.3% | +0.5% | -38.9% |
| 3M | -40.2% | +78.3% | -118.5% | -41.8% |
| 6M | -22.1% | +94.5% | -116.6% | -24.6% |
| YTD | +24.7% | +183.5% | -158.8% | +18.7% |
| 1Y | +33.3% | +327.6% | -294.4% | +24.8% |
| 3Y | +133.9% | +83.8% | +50.0% | +119.5% |
| 5Y | +117.1% | -69.0% | +186.1% | +110.3% |
| 10Y | +1,158.7% | +33.4% | +1,125.2% | +1,081.0% |
| All | +3,299.4% | -92.6% | +3,392.1% | +2,887.4% |
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 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