+10.3%
APA vs IOVA
+50.0%
-39.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | -1.7% | +5.1% | -6.8% | -2.0% |
| 30D | +15.7% | +37.2% | -21.5% | +13.2% |
| 3M | +16.5% | +117.5% | -101.0% | +9.9% |
| 6M | +35.1% | +69.6% | -34.5% | +28.8% |
| YTD | +82.2% | +218.7% | -136.5% | +64.2% |
| 1Y | +102.5% | +265.5% | -163.1% | +78.7% |
| 3Y | +10.3% | +46.2% | -35.9% | -3.5% |
| All | +10.3% | +50.0% | -39.7% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling