+506.6%
APP vs IOVA
-73.2%
+579.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.4% |
| 7D | +61.1% | -8.5% | +69.6% | +62.1% |
| 30D | +42.8% | -44.7% | +87.5% | +50.5% |
| 3M | +16.7% | +26.2% | -9.6% | +10.9% |
| 6M | -15.6% | +123.2% | -138.8% | -27.8% |
| YTD | -41.3% | +196.0% | -237.3% | -52.7% |
| 1Y | -39.3% | +240.9% | -280.2% | -52.4% |
| 3Y | +803.2% | +103.5% | +699.7% | +519.3% |
| 5Y | +313.2% | -65.5% | +378.6% | +268.3% |
| All | +506.6% | -73.2% | +579.8% | +440.4% |
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