-14.7%
AMRZ vs IOVA
+255.8%
-270.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.8% |
| 7D | +1.2% | -5.2% | +6.4% | +1.2% |
| 30D | +15.1% | -37.8% | +52.8% | +14.6% |
| 3M | -18.1% | +29.5% | -47.5% | -19.2% |
| 6M | -23.5% | +96.6% | -120.0% | -25.8% |
| YTD | -21.6% | +194.5% | -216.1% | -25.5% |
| 1Y | -14.7% | +248.1% | -262.8% | -18.7% |
| All | -14.7% | +255.8% | -270.5% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling