+285.2%
APH vs IOVA
-63.3%
+348.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | +4.9% | -3.5% | +8.4% | +5.1% |
| 30D | -5.4% | -45.4% | +40.0% | -2.5% |
| 3M | -5.5% | +19.0% | -24.5% | -7.7% |
| 6M | +25.9% | +112.0% | -86.1% | +17.1% |
| YTD | +16.4% | +184.2% | -167.9% | +5.2% |
| 1Y | +16.5% | +222.0% | -205.5% | +4.2% |
| 3Y | +270.9% | +92.6% | +178.3% | +221.1% |
| All | +285.2% | -63.3% | +348.5% | +252.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling