+45.8%
AMZN vs IOVA
-63.5%
+109.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +0.8% | +5.1% | -4.3% | +0.4% |
| 30D | -6.4% | +37.2% | -43.6% | -8.8% |
| 3M | +4.8% | +117.5% | -112.7% | -2.7% |
| 6M | +20.5% | +69.6% | -49.1% | +13.4% |
| YTD | +11.3% | +218.7% | -207.4% | -1.2% |
| 1Y | +9.0% | +265.5% | -256.6% | -5.1% |
| 3Y | +85.9% | +46.2% | +39.7% | +59.4% |
| 5Y | +45.8% | -63.2% | +109.0% | +32.2% |
| All | +45.8% | -63.5% | +109.3% | +32.2% |
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