-30.7%
APLD vs IOVA
+207.9%
-238.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.5% | -6.1% |
| 7D | +2.7% | -3.5% | +6.2% | +3.5% |
| 30D | -21.4% | -45.4% | +24.0% | -13.3% |
| 3M | -47.8% | +19.0% | -66.9% | -49.4% |
| 6M | -64.9% | +112.0% | -176.9% | -69.5% |
| YTD | -34.9% | +184.2% | -219.1% | -46.9% |
| 1Y | -30.7% | +222.0% | -252.7% | -44.4% |
| All | -30.7% | +207.9% | -238.7% | -44.4% |
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 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