+174.6%
ARM vs IOVA
+46.7%
+127.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.9% | +0.9% | +4.2% |
| 7D | -15.2% | -5.2% | -10.0% | -14.4% |
| 30D | -40.7% | -37.8% | -2.9% | -37.3% |
| 3M | -39.1% | +29.5% | -68.6% | -42.8% |
| 6M | -26.4% | +96.6% | -123.0% | -36.5% |
| YTD | +59.7% | +194.5% | -134.8% | +26.5% |
| 1Y | +10.3% | +248.1% | -237.7% | -15.6% |
| 3Y | +228.9% | +86.1% | +142.7% | +147.0% |
| All | +174.6% | +46.7% | +127.9% | +97.8% |
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 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