+892.4%
APP vs IOVA
+85.3%
+807.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.9% | +6.0% | +9.7% |
| 7D | +71.2% | -5.2% | +76.4% | +71.3% |
| 30D | +39.1% | -37.8% | +76.9% | +41.3% |
| 3M | +16.5% | +29.5% | -12.9% | +14.5% |
| 6M | -16.6% | +96.6% | -113.1% | -20.9% |
| YTD | -41.9% | +194.5% | -236.4% | -47.2% |
| 1Y | -37.0% | +248.1% | -285.1% | -43.6% |
| 3Y | +892.4% | +86.1% | +806.3% | +725.8% |
| All | +892.4% | +85.3% | +807.2% | +725.8% |
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