+333.0%
APP vs IOVA
-64.9%
+397.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.1% |
| 7D | +0.9% | +9.7% | -8.9% | -0.1% |
| 30D | -23.3% | +102.5% | -125.8% | -30.7% |
| 3M | -42.6% | +100.7% | -143.3% | -48.5% |
| 6M | -33.6% | +106.3% | -139.9% | -41.6% |
| YTD | -52.4% | +222.0% | -274.4% | -60.9% |
| 1Y | -35.9% | +299.5% | -335.4% | -49.8% |
| 3Y | +642.2% | +42.9% | +599.3% | +461.6% |
| All | +333.0% | -64.9% | +397.9% | +316.8% |
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 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