+249.5%
APLD vs IOVA
-56.2%
+305.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.7% | +0.3% | -4.6% |
| 7D | +19.6% | -1.4% | +21.0% | +19.9% |
| 30D | -24.5% | -47.4% | +22.9% | -18.5% |
| 3M | -45.6% | +13.2% | -58.8% | -46.8% |
| 6M | -61.4% | +114.3% | -175.7% | -65.6% |
| YTD | -30.9% | +179.5% | -210.4% | -40.9% |
| 1Y | -35.8% | +200.4% | -236.2% | -45.8% |
| 3Y | +261.4% | +92.2% | +169.2% | +195.6% |
| All | +249.5% | -56.2% | +305.7% | +190.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling