+214.2%
ARM vs IOVA
+39.2%
+174.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.7% | +3.9% | -0.9% |
| 7D | +19.8% | -1.4% | +21.3% | +20.1% |
| 30D | -21.8% | -47.4% | +25.6% | -15.1% |
| 3M | -26.5% | +13.2% | -39.7% | -29.6% |
| 6M | -3.9% | +114.3% | -118.2% | -18.2% |
| YTD | +82.8% | +179.5% | -96.7% | +45.9% |
| 1Y | +34.3% | +200.4% | -166.1% | +5.3% |
| 3Y | +282.2% | +92.2% | +190.0% | +186.9% |
| All | +214.2% | +39.2% | +174.9% | +128.1% |
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