+185.4%
ARM vs IOVA
+47.4%
+138.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.4% |
| 7D | -10.4% | -8.5% | -1.9% | -9.0% |
| 30D | -31.8% | -44.7% | +12.9% | -26.6% |
| 3M | -32.2% | +26.2% | -58.5% | -36.1% |
| 6M | -14.9% | +123.2% | -138.1% | -28.0% |
| YTD | +66.0% | +196.0% | -129.9% | +31.4% |
| 1Y | +17.2% | +240.9% | -223.7% | -10.0% |
| 3Y | +247.2% | +103.5% | +143.7% | +158.4% |
| All | +185.4% | +47.4% | +138.0% | +105.5% |
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