-98.8%
AMC vs IOVA
+0.8%
-99.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.9% |
| 7D | +3.5% | -3.5% | +7.0% | +3.9% |
| 30D | +12.5% | -45.4% | +57.8% | +18.4% |
| 3M | +23.6% | +19.0% | +4.6% | +18.4% |
| 6M | +144.4% | +112.0% | +32.3% | +113.6% |
| YTD | +108.3% | +184.2% | -75.9% | +72.3% |
| 1Y | +38.9% | +222.0% | -183.1% | +12.6% |
| 3Y | -58.9% | +92.6% | -151.4% | -68.4% |
| 5Y | -99.2% | -63.2% | -36.0% | -99.3% |
| All | -98.8% | +0.8% | -99.6% | -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