+145.7%
AMDL vs IOVA
-45.7%
+191.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -5.7% | +17.6% | +13.1% |
| 7D | +103.5% | -1.4% | +105.0% | +104.2% |
| 30D | -18.3% | -47.4% | +29.1% | -7.4% |
| 3M | +20.1% | +13.2% | +6.9% | +15.6% |
| 6M | +15.9% | +114.3% | -98.4% | -4.3% |
| YTD | +303.0% | +179.5% | +123.5% | +212.2% |
| 1Y | +164.0% | +200.4% | -36.4% | +101.3% |
| All | +145.7% | -45.7% | +191.4% | +159.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling