+1,059.7%
APH vs IOVA
+9.5%
+1,050.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.8% |
| 7D | +5.0% | +9.7% | -4.8% | +4.2% |
| 30D | -3.9% | +102.5% | -106.4% | -9.7% |
| 3M | +13.0% | +100.7% | -87.7% | +5.7% |
| 6M | +25.2% | +106.3% | -81.2% | +15.9% |
| YTD | +22.9% | +222.0% | -199.0% | +9.4% |
| 1Y | +47.8% | +299.5% | -251.7% | +28.2% |
| 3Y | +283.0% | +42.9% | +240.1% | +233.6% |
| 5Y | +349.7% | -65.0% | +414.6% | +317.9% |
| All | +1,059.7% | +9.5% | +1,050.3% | +874.4% |
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