-18.4%
APTV vs IOVA
+9.7%
-28.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.9% |
| 7D | -5.0% | -2.2% | -2.9% | -4.8% |
| 30D | -6.1% | +27.6% | -33.7% | -8.7% |
| 3M | -33.0% | +117.2% | -150.2% | -39.2% |
| 6M | -35.2% | +77.7% | -112.9% | -40.6% |
| YTD | -40.1% | +215.0% | -255.2% | -49.1% |
| 1Y | -45.6% | +255.4% | -301.0% | -54.9% |
| 3Y | -54.4% | +42.6% | -97.0% | -62.3% |
| 5Y | -68.9% | -62.2% | -6.7% | -72.1% |
| All | -18.4% | +9.7% | -28.1% | -28.4% |
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