-9.2%
AMCR vs IOVA
-63.3%
+54.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -2.4% | -3.5% | +1.1% | -2.3% |
| 30D | +3.6% | -45.4% | +49.0% | +5.5% |
| 3M | -4.2% | +19.0% | -23.2% | -6.1% |
| 6M | +15.5% | +112.0% | -96.5% | +9.5% |
| YTD | +9.7% | +184.2% | -174.5% | +1.8% |
| 1Y | +8.3% | +222.0% | -213.7% | -0.4% |
| 3Y | +15.4% | +92.6% | -77.2% | +3.8% |
| All | -9.2% | -63.3% | +54.1% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling