-98.7%
AMC vs IOVA
+34.0%
-132.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -1.9% | +1.5% |
| 7D | +2.6% | -5.2% | +7.8% | +3.2% |
| 30D | +9.0% | -37.8% | +46.8% | +13.2% |
| 3M | +22.2% | +29.5% | -7.3% | +15.9% |
| 6M | +91.5% | +96.6% | -5.1% | +68.9% |
| YTD | +101.3% | +194.5% | -93.2% | +65.8% |
| 1Y | +20.8% | +248.1% | -227.3% | -3.1% |
| 3Y | -71.3% | +86.1% | -157.4% | -77.9% |
| 5Y | -99.2% | -67.8% | -31.4% | -99.3% |
| All | -98.7% | +34.0% | -132.7% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling