-97.7%
AMC vs IOVA
-19.0%
-78.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -11.0% | -1.5% | -11.4% |
| 7D | 0.0% | -19.0% | +19.0% | +2.0% |
| 30D | +4.4% | -40.3% | +44.7% | +8.5% |
| 3M | +15.4% | +78.3% | -63.0% | +5.5% |
| 6M | +93.7% | +94.5% | -0.8% | +73.0% |
| YTD | +97.4% | +183.5% | -86.1% | +66.3% |
| 1Y | +23.2% | +327.6% | -304.4% | -1.7% |
| 3Y | -71.3% | +83.8% | -155.1% | -77.1% |
| 5Y | -99.3% | -69.0% | -30.2% | -99.3% |
| 10Y | -98.7% | +33.4% | -132.2% | -99.1% |
| All | -97.7% | -19.0% | -78.8% | -98.4% |
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