+84.8%
AME vs IOVA
-63.5%
+148.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.8% | +5.1% | -2.3% | +2.6% |
| 30D | -6.3% | +37.2% | -43.5% | -7.6% |
| 3M | +5.4% | +117.5% | -112.1% | +1.1% |
| 6M | +7.4% | +69.6% | -62.2% | +3.9% |
| YTD | +16.2% | +218.7% | -202.5% | +8.6% |
| 1Y | +26.8% | +265.5% | -238.7% | +17.2% |
| 3Y | +57.5% | +46.2% | +11.3% | +45.0% |
| 5Y | +84.8% | -63.2% | +148.1% | +73.2% |
| All | +84.8% | -63.5% | +148.4% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling