+951.3%
APH vs IOVA
+28.7%
+922.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.6% | +6.6% | +8.1% |
| 7D | +1.1% | +1.9% | -0.8% | +1.0% |
| 30D | -7.5% | -44.1% | +36.6% | -4.2% |
| 3M | -4.4% | +28.9% | -33.3% | -7.7% |
| 6M | +26.5% | +125.7% | -99.2% | +15.5% |
| YTD | +20.0% | +199.3% | -179.2% | +6.1% |
| 1Y | +16.9% | +255.2% | -238.4% | +1.7% |
| 3Y | +288.5% | +106.8% | +181.7% | +225.2% |
| 5Y | +310.3% | -67.1% | +377.4% | +279.0% |
| 10Y | +951.3% | +16.7% | +934.6% | +767.7% |
| All | +951.3% | +28.7% | +922.6% | +767.7% |
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