-13.5%
AMT vs IOVA
-63.3%
+49.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | +1.5% | -3.5% | +5.0% | +1.6% |
| 30D | +6.8% | -45.4% | +52.2% | +8.7% |
| 3M | +11.2% | +19.0% | -7.8% | +9.4% |
| 6M | +12.5% | +112.0% | -99.5% | +7.5% |
| YTD | +12.5% | +184.2% | -171.7% | +5.7% |
| 1Y | +10.1% | +222.0% | -211.9% | +2.8% |
| 3Y | +16.0% | +92.6% | -76.5% | +3.5% |
| All | -13.5% | -63.3% | +49.8% | -18.0% |
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