+357.3%
AMD vs IOVA
+99.0%
+258.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.7% | -10.5% | -8.9% |
| 7D | +18.9% | -3.5% | +22.4% | +19.3% |
| 30D | -6.4% | -45.4% | +39.0% | -2.3% |
| 3M | +10.6% | +19.0% | -8.4% | +8.0% |
| 6M | +19.9% | +112.0% | -92.1% | +10.6% |
| YTD | +149.4% | +184.2% | -34.9% | +123.1% |
| 1Y | +115.4% | +222.0% | -106.6% | +90.8% |
| 3Y | +357.3% | +92.6% | +264.7% | +306.3% |
| All | +357.3% | +99.0% | +258.3% | +306.3% |
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 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