+269.3%
APLD vs IOVA
-53.5%
+322.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +7.8% | -7.0% | +14.8% | +9.1% |
| 30D | -23.0% | -44.4% | +21.5% | -17.5% |
| 3M | -39.7% | +24.7% | -64.3% | -41.7% |
| 6M | -59.8% | +118.6% | -178.5% | -64.3% |
| YTD | -27.0% | +196.3% | -223.3% | -38.1% |
| 1Y | -37.3% | +205.3% | -242.6% | -47.2% |
| 3Y | +281.9% | +103.8% | +178.1% | +209.9% |
| All | +269.3% | -53.5% | +322.8% | +204.0% |
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