+7.5%
AMCR vs IOVA
+36.1%
-28.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.1% |
| 7D | -5.0% | -6.4% | +1.5% | -4.7% |
| 30D | -8.0% | +25.4% | -33.4% | -9.0% |
| 3M | +14.3% | +115.3% | -101.1% | +9.4% |
| 6M | +5.3% | +56.5% | -51.2% | +1.9% |
| YTD | +7.7% | +198.2% | -190.4% | +0.5% |
| 1Y | +10.8% | +242.0% | -231.2% | +2.0% |
| All | +7.5% | +36.1% | -28.6% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling