-46.5%
APLD vs IOVA
+362.8%
-409.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.3% | -6.5% |
| 7D | -18.5% | -41.3% | +22.7% | -13.0% |
| 30D | -32.8% | -38.5% | +5.8% | -28.6% |
| 3M | -46.9% | +99.5% | -146.4% | -51.7% |
| 6M | -53.4% | +126.0% | -179.4% | -58.3% |
| YTD | -32.3% | +218.7% | -250.9% | -41.2% |
| 1Y | -46.5% | +378.0% | -424.5% | -53.2% |
| All | -46.5% | +362.8% | -409.3% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling