+332.1%
ATI vs IOVA
-92.3%
+424.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +1.3% | -8.5% | +9.8% | +1.6% |
| 30D | -4.8% | -44.7% | +40.0% | -3.2% |
| 3M | -19.9% | +26.2% | -46.2% | -21.1% |
| 6M | +15.4% | +123.2% | -107.8% | +11.1% |
| YTD | +59.2% | +196.0% | -136.8% | +51.4% |
| 1Y | +86.3% | +240.9% | -154.7% | +76.1% |
| 3Y | +318.2% | +103.5% | +214.7% | +291.9% |
| 5Y | +958.6% | -65.5% | +1,024.1% | +921.0% |
| 10Y | +996.8% | +7.0% | +989.7% | +911.9% |
| All | +332.1% | -92.3% | +424.4% | +260.9% |
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