+69.5%
AME vs IOVA
-67.9%
+137.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.3% | +2.4% |
| 7D | -5.2% | -5.2% | 0.0% | -5.0% |
| 30D | -8.0% | -37.8% | +29.7% | -6.8% |
| 3M | -8.9% | +29.5% | -38.4% | -10.7% |
| 6M | -5.0% | +96.6% | -101.6% | -9.3% |
| YTD | +11.9% | +194.5% | -182.6% | +4.1% |
| 1Y | +16.6% | +248.1% | -231.4% | +7.4% |
| 3Y | +62.5% | +86.1% | -23.6% | +47.1% |
| All | +69.5% | -67.9% | +137.4% | +56.3% |
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 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