+134.9%
AS vs IOVA
+2.4%
+132.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.3% |
| 7D | +6.9% | -5.2% | +12.1% | +7.1% |
| 30D | +16.0% | -37.8% | +53.8% | +17.7% |
| 3M | -12.8% | +29.5% | -42.3% | -15.5% |
| 6M | -15.4% | +96.6% | -112.0% | -20.9% |
| YTD | -15.7% | +194.5% | -210.2% | -24.2% |
| 1Y | +6.1% | +248.1% | -242.0% | -6.1% |
| All | +134.9% | +2.4% | +132.4% | +134.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling