-16.6%
AMRZ vs IOVA
+321.1%
-337.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.3% |
| 7D | -1.1% | +1.9% | -3.0% | -1.2% |
| 30D | +18.3% | -44.1% | +62.4% | +19.0% |
| 3M | -8.0% | +28.9% | -36.8% | -9.8% |
| 6M | -18.7% | +125.7% | -144.4% | -22.7% |
| YTD | -19.8% | +199.3% | -219.1% | -25.4% |
| 1Y | -12.3% | +255.2% | -267.5% | -19.3% |
| All | -16.6% | +321.1% | -337.8% | -26.6% |
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 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