+193.5%
APTV vs IOVA
-93.0%
+286.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +3.0% |
| 7D | +4.8% | +9.7% | -4.9% | +4.6% |
| 30D | +2.0% | +102.5% | -100.5% | -0.2% |
| 3M | -34.2% | +100.7% | -134.9% | -35.7% |
| 6M | -34.7% | +106.3% | -141.0% | -36.4% |
| YTD | -37.0% | +222.0% | -259.0% | -39.5% |
| 1Y | -40.4% | +299.5% | -339.9% | -43.3% |
| 3Y | -54.1% | +42.9% | -97.0% | -56.0% |
| 5Y | -68.0% | -65.0% | -3.0% | -68.9% |
| 10Y | -15.5% | +10.3% | -25.8% | -19.3% |
| All | +193.5% | -93.0% | +286.4% | +166.0% |
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