+525.6%
APD vs IOVA
-92.7%
+618.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.7% | +6.0% | +0.4% |
| 7D | +2.2% | -1.4% | +3.6% | +2.2% |
| 30D | +9.4% | -47.4% | +56.8% | +10.4% |
| 3M | +4.7% | +13.2% | -8.5% | +4.0% |
| 6M | +5.5% | +114.3% | -108.8% | +3.4% |
| YTD | +31.4% | +179.5% | -148.1% | +27.8% |
| 1Y | +24.1% | +200.4% | -176.3% | +20.5% |
| 3Y | +28.8% | +92.2% | -63.4% | +24.0% |
| 5Y | +15.8% | -63.8% | +79.6% | +13.0% |
| 10Y | +191.6% | +0.4% | +191.2% | +178.9% |
| All | +525.6% | -92.7% | +618.3% | +477.1% |
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