+354.6%
APLD vs IOVA
+107.4%
+247.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +7.8% | -7.0% | +14.8% | +9.2% |
| 30D | -23.0% | -44.4% | +21.5% | -17.2% |
| 3M | -39.7% | +24.7% | -64.3% | -41.7% |
| 6M | -59.8% | +118.6% | -178.5% | -64.4% |
| YTD | -27.0% | +196.3% | -223.3% | -38.3% |
| 1Y | -37.3% | +205.3% | -242.6% | -47.4% |
| All | +354.6% | +107.4% | +247.1% | +266.7% |
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