+1,110.0%
AME vs IOVA
-91.6%
+1,201.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.5% |
| 7D | +0.6% | +9.7% | -9.1% | +0.4% |
| 30D | -6.7% | +102.5% | -109.2% | -8.1% |
| 3M | +4.1% | +100.7% | -96.6% | +2.3% |
| 6M | +1.6% | +106.3% | -104.8% | -0.4% |
| YTD | +16.1% | +222.0% | -205.8% | +12.8% |
| 1Y | +27.3% | +299.5% | -272.2% | +22.9% |
| 3Y | +50.9% | +42.9% | +7.9% | +46.0% |
| 5Y | +81.4% | -65.0% | +146.4% | +77.5% |
| 10Y | +417.0% | +10.3% | +406.7% | +396.1% |
| All | +1,110.0% | -91.6% | +1,201.6% | +1,023.0% |
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