+955.2%
APH vs IOVA
+12.2%
+943.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | -5.0% | -8.5% | +3.5% | -4.4% |
| 30D | -8.4% | -44.7% | +36.4% | -5.0% |
| 3M | -4.5% | +26.2% | -30.8% | -7.6% |
| 6M | +25.3% | +123.2% | -97.9% | +14.4% |
| YTD | +18.9% | +196.0% | -177.1% | +5.2% |
| 1Y | +11.9% | +240.9% | -229.0% | -2.4% |
| 3Y | +278.0% | +103.5% | +174.4% | +216.6% |
| 5Y | +306.4% | -65.5% | +371.9% | +273.7% |
| 10Y | +955.2% | +7.0% | +948.2% | +772.3% |
| All | +955.2% | +12.2% | +943.0% | +772.3% |
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