+119.6%
AMDL vs IOVA
-42.4%
+162.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.1% | +14.2% | +14.3% |
| 7D | +18.5% | -7.0% | +25.5% | +21.8% |
| 30D | -24.2% | -44.4% | +20.2% | -15.0% |
| 3M | +11.5% | +24.7% | -13.2% | +5.4% |
| 6M | -1.0% | +118.6% | -119.7% | -18.5% |
| YTD | +260.3% | +196.3% | +63.9% | +176.2% |
| 1Y | +178.2% | +205.3% | -27.1% | +111.0% |
| All | +119.6% | -42.4% | +162.0% | +129.4% |
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 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