-50.0%
APLD vs IOVA
+255.8%
-305.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.9% | +5.9% | +9.0% |
| 7D | -12.7% | -5.2% | -7.5% | -11.4% |
| 30D | -34.7% | -37.8% | +3.1% | -29.6% |
| 3M | -46.1% | +29.5% | -75.6% | -48.5% |
| 6M | -64.9% | +96.6% | -161.4% | -69.1% |
| YTD | -36.6% | +194.5% | -231.1% | -48.6% |
| 1Y | -50.0% | +248.1% | -298.0% | -60.8% |
| All | -50.0% | +255.8% | -305.7% | -60.8% |
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