+69.8%
APA vs IOVA
-67.9%
+137.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.2% | +2.4% |
| 7D | -15.5% | -5.2% | -10.3% | -15.3% |
| 30D | +2.4% | -37.8% | +40.2% | +4.5% |
| 3M | +22.8% | +29.5% | -6.7% | +18.8% |
| 6M | +17.9% | +96.6% | -78.6% | +9.9% |
| YTD | +87.7% | +194.5% | -106.8% | +67.3% |
| 1Y | +94.2% | +248.1% | -153.9% | +70.3% |
| 3Y | +27.2% | +86.1% | -58.9% | +9.0% |
| All | +69.8% | -67.9% | +137.7% | +66.2% |
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