-97.5%
AMC vs IOVA
-15.3%
-82.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.8% | -7.0% | +4.2% | -2.1% |
| 30D | +14.0% | -44.4% | +58.4% | +19.4% |
| 3M | +42.5% | +24.7% | +17.8% | +36.4% |
| 6M | +142.6% | +118.6% | +23.9% | +114.0% |
| YTD | +119.2% | +196.3% | -77.1% | +83.9% |
| 1Y | +40.7% | +205.3% | -164.5% | +17.2% |
| 3Y | -57.3% | +103.8% | -161.1% | -66.4% |
| 5Y | -99.1% | -65.6% | -33.6% | -99.2% |
| 10Y | -98.7% | +6.4% | -105.2% | -99.1% |
| All | -97.5% | -15.3% | -82.2% | -98.2% |
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 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