+133.7%
AS vs IOVA
-1.4%
+135.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.0% | +8.8% | -1.8% |
| 7D | +7.1% | -19.0% | +26.2% | +8.0% |
| 30D | +12.8% | -40.3% | +53.1% | +14.7% |
| 3M | -14.7% | +78.3% | -93.1% | -19.2% |
| 6M | -9.9% | +94.5% | -104.4% | -15.8% |
| YTD | -16.1% | +183.5% | -199.7% | -24.4% |
| 1Y | +0.2% | +327.6% | -327.5% | -13.2% |
| All | +133.7% | -1.4% | +135.1% | +133.8% |
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