-4.1%
APA vs IOVA
+3.8%
-7.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.3% |
| 7D | +0.8% | -6.4% | +7.2% | +1.5% |
| 30D | +9.6% | +25.4% | -15.8% | +6.5% |
| 3M | +18.0% | +115.3% | -97.3% | +6.3% |
| 6M | +41.9% | +56.5% | -14.7% | +30.8% |
| YTD | +86.3% | +198.2% | -111.9% | +56.5% |
| 1Y | +97.9% | +242.0% | -144.2% | +61.6% |
| 3Y | +12.8% | +36.8% | -24.0% | -9.6% |
| 5Y | +177.2% | -64.3% | +241.5% | +145.9% |
| All | -4.1% | +3.8% | -7.9% | -16.2% |
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 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