+95.0%
AMDL vs IOVA
-37.4%
+132.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.2% | +9.0% |
| 7D | +4.5% | +9.7% | -5.2% | +2.7% |
| 30D | -4.4% | +102.5% | -106.9% | -18.2% |
| 3M | -30.5% | +100.7% | -131.2% | -40.7% |
| 6M | +300.9% | +106.3% | +194.5% | +233.1% |
| YTD | +219.9% | +222.0% | -2.0% | +143.5% |
| 1Y | +374.7% | +299.5% | +75.2% | +239.9% |
| All | +95.0% | -37.4% | +132.5% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling