+124.5%
AMT vs IOVA
+28.7%
+95.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | +0.4% | +1.9% | -1.5% | +0.2% |
| 30D | +3.7% | -44.1% | +47.8% | +5.9% |
| 3M | +10.7% | +28.9% | -18.1% | +8.2% |
| 6M | +9.3% | +125.7% | -116.4% | +3.1% |
| YTD | +10.9% | +199.3% | -188.3% | +2.4% |
| 1Y | +10.5% | +255.2% | -244.7% | +0.9% |
| 3Y | +15.5% | +106.8% | -91.3% | +1.8% |
| 5Y | -20.6% | -67.1% | +46.5% | -25.2% |
| 10Y | +124.5% | +16.7% | +107.8% | +104.7% |
| All | +124.5% | +28.7% | +95.9% | +104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling