-40.5%
APA vs IOVA
-92.3%
+51.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.2% | +2.5% |
| 7D | -15.5% | -5.2% | -10.3% | -15.4% |
| 30D | +2.4% | -37.8% | +40.2% | +3.5% |
| 3M | +22.8% | +29.5% | -6.7% | +21.1% |
| 6M | +17.9% | +96.6% | -78.6% | +14.3% |
| YTD | +87.7% | +194.5% | -106.8% | +78.7% |
| 1Y | +94.2% | +248.1% | -153.9% | +83.7% |
| 3Y | +27.2% | +86.1% | -58.9% | +19.7% |
| 5Y | +74.1% | -67.8% | +142.0% | +68.2% |
| 10Y | +2.6% | +38.6% | -36.0% | -3.0% |
| All | -40.5% | -92.3% | +51.9% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling