+243.9%
APLD vs IOVA
-53.6%
+297.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -6.3% | -8.5% | +2.1% | -5.1% |
| 30D | -29.6% | -44.7% | +15.2% | -24.5% |
| 3M | -42.6% | +26.2% | -68.9% | -44.6% |
| 6M | -59.6% | +123.2% | -182.8% | -64.1% |
| YTD | -32.0% | +196.0% | -227.9% | -42.3% |
| 1Y | -46.9% | +240.9% | -287.9% | -55.9% |
| 3Y | +255.7% | +103.5% | +152.1% | +188.6% |
| All | +243.9% | -53.6% | +297.5% | +183.1% |
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