+106.4%
AMCR vs IOVA
-88.7%
+195.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -1.9% | +9.7% | -11.6% | -2.0% |
| 30D | -4.1% | +102.5% | -106.6% | -5.1% |
| 3M | +21.7% | +100.7% | -79.0% | +20.3% |
| 6M | +1.5% | +106.3% | -104.9% | +0.2% |
| YTD | +13.1% | +222.0% | -208.9% | +10.9% |
| 1Y | +16.5% | +299.5% | -283.0% | +13.7% |
| 3Y | +10.3% | +42.9% | -32.7% | +7.8% |
| 5Y | -7.7% | -65.0% | +57.3% | -9.1% |
| 10Y | +24.6% | +10.3% | +14.3% | +21.9% |
| All | +106.4% | -88.7% | +195.2% | +97.4% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling