+163.7%
APD vs IOVA
+6.6%
+157.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -2.5% | +5.1% | -7.6% | -2.8% |
| 30D | -1.9% | +37.2% | -39.1% | -3.7% |
| 3M | +8.2% | +117.5% | -109.3% | +2.8% |
| 6M | +10.7% | +69.6% | -58.8% | +6.1% |
| YTD | +22.9% | +218.7% | -195.8% | +12.7% |
| 1Y | +5.8% | +265.5% | -259.8% | -4.4% |
| 3Y | +7.8% | +46.2% | -38.4% | -3.7% |
| 5Y | +26.1% | -63.2% | +89.4% | +18.2% |
| 10Y | +163.7% | +6.1% | +157.6% | +119.6% |
| All | +163.7% | +6.6% | +157.1% | +119.6% |
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