+123.4%
AS vs IOVA
-1.1%
+124.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | -4.9% | -3.5% | -1.4% | -4.7% |
| 30D | +3.9% | -45.4% | +49.3% | +6.1% |
| 3M | -9.6% | +19.0% | -28.6% | -11.9% |
| 6M | -8.7% | +112.0% | -120.7% | -15.0% |
| YTD | -19.8% | +184.2% | -204.1% | -27.7% |
| 1Y | -1.5% | +222.0% | -223.5% | -12.4% |
| All | +123.4% | -1.1% | +124.6% | +123.5% |
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