+162.2%
ARM vs IOVA
+41.2%
+120.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -11.0% | -2.0% | -11.4% |
| 7D | -27.1% | -19.0% | -8.1% | -24.7% |
| 30D | -44.9% | -40.3% | -4.6% | -41.4% |
| 3M | -39.3% | +78.3% | -117.6% | -46.2% |
| 6M | -20.2% | +94.5% | -114.6% | -30.9% |
| YTD | +52.5% | +183.5% | -131.0% | +21.5% |
| 1Y | +4.1% | +327.6% | -323.5% | -23.7% |
| 3Y | +211.7% | +83.8% | +127.8% | +134.8% |
| All | +162.2% | +41.2% | +120.9% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling