+261.9%
AMD vs IOVA
+78.3%
+183.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -11.0% | -6.2% | -16.3% |
| 7D | -28.6% | -19.0% | -9.6% | -27.2% |
| 30D | -37.7% | -40.3% | +2.5% | -35.4% |
| 3M | -16.1% | +78.3% | -94.4% | -21.1% |
| 6M | +13.8% | +94.5% | -80.6% | +5.8% |
| YTD | +88.8% | +183.5% | -94.7% | +69.0% |
| 1Y | +57.8% | +327.6% | -269.9% | +36.8% |
| All | +261.9% | +78.3% | +183.5% | +225.7% |
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