-20.3%
AMT vs IOVA
-67.9%
+47.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -2.8% |
| 7D | +0.5% | -5.2% | +5.7% | +0.7% |
| 30D | +13.6% | -37.8% | +51.4% | +15.1% |
| 3M | +11.5% | +29.5% | -18.0% | +9.3% |
| 6M | +6.9% | +96.6% | -89.6% | +2.4% |
| YTD | +10.8% | +194.5% | -183.7% | +3.8% |
| 1Y | +10.3% | +248.1% | -237.7% | +2.5% |
| 3Y | +12.4% | +86.1% | -73.7% | +0.4% |
| All | -20.3% | -67.9% | +47.6% | -20.8% |
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