+10.3%
ARM vs IOVA
+255.8%
-245.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.9% | +0.9% | +4.3% |
| 7D | -15.2% | -5.2% | -10.0% | -14.6% |
| 30D | -40.7% | -37.8% | -2.9% | -38.2% |
| 3M | -39.1% | +29.5% | -68.6% | -41.3% |
| 6M | -26.4% | +96.6% | -123.0% | -32.6% |
| YTD | +59.7% | +194.5% | -134.8% | +37.6% |
| 1Y | +10.3% | +248.1% | -237.7% | -4.6% |
| All | +10.3% | +255.8% | -245.4% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling