+0.2%
AS vs IOVA
+323.0%
-322.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.0% | +8.8% | -2.5% |
| 7D | +7.1% | -19.0% | +26.2% | +6.8% |
| 30D | +12.8% | -40.3% | +53.1% | +12.0% |
| 3M | -14.7% | +78.3% | -93.1% | -14.8% |
| 6M | -9.9% | +94.5% | -104.4% | -10.3% |
| YTD | -16.1% | +183.5% | -199.7% | -14.1% |
| 1Y | +0.2% | +327.6% | -327.5% | +7.1% |
| All | +0.2% | +323.0% | -322.8% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling