+154.8%
APA vs IOVA
-64.9%
+219.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.3% |
| 7D | +0.5% | +9.7% | -9.2% | -0.1% |
| 30D | +23.4% | +102.5% | -79.1% | +16.8% |
| 3M | +12.7% | +100.7% | -88.0% | +6.3% |
| 6M | +39.4% | +106.3% | -66.9% | +30.1% |
| YTD | +79.0% | +222.0% | -143.0% | +59.9% |
| 1Y | +88.8% | +299.5% | -210.7% | +64.3% |
| 3Y | +6.4% | +42.9% | -36.6% | -7.1% |
| All | +154.8% | -64.9% | +219.7% | +159.8% |
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