-26.3%
APH vs IOVA
+299.5%
-325.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +7.6% | -55.4% | -47.9% |
| 7D | -48.7% | +6.4% | -55.1% | -48.8% |
| 30D | -51.9% | +102.5% | -154.5% | -53.8% |
| 3M | -43.6% | +100.7% | -144.2% | -45.8% |
| 6M | -37.5% | +106.3% | -143.9% | -40.7% |
| YTD | -38.6% | +222.0% | -260.6% | -43.8% |
| 1Y | -26.3% | +299.5% | -325.9% | -32.5% |
| All | -26.3% | +299.5% | -325.9% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling