+193.0%
ARM vs IOVA
+49.1%
+143.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.1% | +6.4% |
| 7D | -5.3% | +1.9% | -7.2% | -5.4% |
| 30D | -30.0% | -44.1% | +14.1% | -24.8% |
| 3M | -34.1% | +28.9% | -62.9% | -38.1% |
| 6M | -12.6% | +125.7% | -138.3% | -26.2% |
| YTD | +70.4% | +199.3% | -128.8% | +34.7% |
| 1Y | +22.3% | +255.2% | -233.0% | -6.8% |
| 3Y | +261.2% | +106.8% | +154.4% | +168.2% |
| All | +193.0% | +49.1% | +143.9% | +110.6% |
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 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