+1,114.8%
AME vs IOVA
-92.3%
+1,207.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -4.1% | -8.5% | +4.4% | -4.0% |
| 30D | -4.1% | -44.7% | +40.6% | -3.2% |
| 3M | -5.6% | +26.2% | -31.9% | -6.4% |
| 6M | +2.8% | +123.2% | -120.4% | +0.5% |
| YTD | +16.6% | +196.0% | -179.4% | +13.0% |
| 1Y | +21.1% | +240.9% | -219.8% | +17.0% |
| 3Y | +61.1% | +103.5% | -42.4% | +54.6% |
| 5Y | +76.6% | -65.5% | +142.0% | +72.4% |
| 10Y | +431.3% | +7.0% | +424.3% | +409.0% |
| All | +1,114.8% | -92.3% | +1,207.1% | +1,025.6% |
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