+883.4%
APH vs IOVA
+34.0%
+849.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.9% | +0.2% | +3.8% |
| 7D | -5.9% | -5.2% | -0.8% | -5.5% |
| 30D | -14.8% | -37.8% | +23.0% | -12.5% |
| 3M | -12.4% | +29.5% | -41.9% | -15.4% |
| 6M | +8.1% | +96.6% | -88.5% | -0.3% |
| YTD | +10.9% | +194.5% | -183.6% | -1.8% |
| 1Y | +8.8% | +248.1% | -239.3% | -5.2% |
| 3Y | +262.1% | +86.1% | +176.0% | +205.8% |
| 5Y | +283.1% | -67.8% | +351.0% | +254.6% |
| All | +883.4% | +34.0% | +849.4% | +705.2% |
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