-55.4%
APP vs IOVA
+362.8%
-418.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.5% | +12.2% | +10.7% |
| 7D | +4.5% | -41.3% | +45.8% | +4.8% |
| 30D | -3.6% | -38.5% | +34.9% | -3.4% |
| 3M | -35.3% | +99.5% | -134.8% | -33.7% |
| 6M | -42.8% | +126.0% | -168.8% | -42.8% |
| YTD | -59.7% | +218.7% | -278.4% | -62.1% |
| 1Y | -55.4% | +378.0% | -433.4% | -57.6% |
| All | -55.4% | +362.8% | -418.1% | -57.6% |
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