+527.5%
APP vs IOVA
-74.3%
+601.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.7% |
| 7D | +4.6% | -3.5% | +8.1% | +5.0% |
| 30D | +56.0% | -45.4% | +101.4% | +64.7% |
| 3M | +30.8% | +19.0% | +11.8% | +25.2% |
| 6M | -9.8% | +112.0% | -121.8% | -22.4% |
| YTD | -39.3% | +184.2% | -223.5% | -50.8% |
| 1Y | -26.4% | +222.0% | -248.4% | -41.8% |
| 3Y | +887.9% | +92.6% | +795.4% | +582.8% |
| 5Y | +264.1% | -63.2% | +327.3% | +219.7% |
| All | +527.5% | -74.3% | +601.7% | +461.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling