+296.4%
ARM vs IOVA
+60.4%
+236.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.8% |
| 7D | +5.5% | +9.7% | -4.3% | +4.0% |
| 30D | -8.2% | +102.5% | -110.7% | -18.4% |
| 3M | -35.9% | +100.7% | -136.6% | -43.3% |
| 6M | +103.1% | +106.3% | -3.2% | +76.0% |
| YTD | +130.6% | +222.0% | -91.4% | +84.1% |
| 1Y | +86.1% | +299.5% | -213.5% | +41.1% |
| All | +296.4% | +60.4% | +236.0% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling