+1,114.4%
AME vs IOVA
-92.2%
+1,206.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +4.2% |
| 7D | -1.5% | +1.9% | -3.4% | -1.6% |
| 30D | -4.2% | -44.1% | +40.0% | -3.3% |
| 3M | -5.9% | +28.9% | -34.8% | -6.8% |
| 6M | +2.8% | +125.7% | -122.9% | +0.5% |
| YTD | +16.6% | +199.3% | -182.7% | +13.0% |
| 1Y | +22.1% | +255.2% | -233.1% | +17.9% |
| 3Y | +64.7% | +106.8% | -42.2% | +58.0% |
| 5Y | +76.6% | -67.1% | +143.7% | +72.5% |
| 10Y | +443.9% | +16.7% | +427.2% | +420.6% |
| All | +1,114.4% | -92.2% | +1,206.6% | +1,025.1% |
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