+373.4%
APLD vs IOVA
+44.8%
+328.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.7% | +1.6% |
| 7D | +4.1% | +9.7% | -5.7% | +2.9% |
| 30D | -11.7% | +102.5% | -114.3% | -20.0% |
| 3M | -40.3% | +100.7% | -141.0% | -46.0% |
| 6M | -8.0% | +106.3% | -114.3% | -18.0% |
| YTD | +7.5% | +222.0% | -214.4% | -9.6% |
| 1Y | +84.0% | +299.5% | -215.5% | +48.8% |
| All | +373.4% | +44.8% | +328.6% | +246.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling