+2,514.6%
APH vs IOVA
-92.6%
+2,607.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -11.0% | +1.7% | -9.1% |
| 7D | -12.7% | -19.0% | +6.3% | -12.3% |
| 30D | -19.2% | -40.3% | +21.1% | -18.4% |
| 3M | -16.7% | +78.3% | -95.0% | -18.3% |
| 6M | +5.1% | +94.5% | -89.3% | +2.7% |
| YTD | +6.6% | +183.5% | -177.0% | +3.0% |
| 1Y | +3.9% | +327.6% | -323.7% | -0.7% |
| 3Y | +246.0% | +83.8% | +162.2% | +231.1% |
| 5Y | +268.0% | -69.0% | +337.0% | +259.1% |
| 10Y | +868.2% | +33.4% | +834.8% | +819.0% |
| All | +2,514.6% | -92.6% | +2,607.2% | +2,179.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling