+520.8%
APP vs IOVA
-73.2%
+594.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +48.9% | -7.0% | +56.0% | +49.6% |
| 30D | +49.4% | -44.4% | +93.9% | +57.4% |
| 3M | +27.0% | +24.7% | +2.4% | +20.9% |
| 6M | -15.4% | +118.6% | -134.0% | -27.4% |
| YTD | -39.9% | +196.3% | -236.3% | -51.6% |
| 1Y | -32.0% | +205.3% | -237.2% | -45.7% |
| 3Y | +824.3% | +103.8% | +720.6% | +533.7% |
| 5Y | +252.4% | -65.6% | +318.0% | +214.4% |
| All | +520.8% | -73.2% | +594.0% | +453.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling