+120.4%
AS vs IOVA
+12.0%
+108.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.5% | +3.5% |
| 7D | -4.9% | +9.7% | -14.6% | -5.4% |
| 30D | -19.6% | +102.5% | -122.1% | -23.3% |
| 3M | -14.4% | +100.7% | -115.1% | -18.6% |
| 6M | -20.1% | +106.3% | -126.5% | -24.7% |
| YTD | -20.9% | +222.0% | -242.9% | -28.2% |
| 1Y | -21.9% | +299.5% | -321.4% | -30.8% |
| All | +120.4% | +12.0% | +108.4% | +122.1% |
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 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