+398.2%
ATI vs IOVA
-91.6%
+489.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +3.0% |
| 7D | -0.1% | +9.7% | -9.8% | -0.4% |
| 30D | +2.7% | +102.5% | -99.8% | +0.1% |
| 3M | +16.3% | +100.7% | -84.4% | +13.2% |
| 6M | +30.2% | +106.3% | -76.2% | +26.2% |
| YTD | +83.6% | +222.0% | -138.4% | +75.0% |
| 1Y | +173.0% | +299.5% | -126.5% | +157.6% |
| 3Y | +356.6% | +42.9% | +313.7% | +333.7% |
| 5Y | +1,074.2% | -65.0% | +1,139.2% | +1,037.4% |
| 10Y | +1,136.2% | +10.3% | +1,125.9% | +1,044.8% |
| All | +398.2% | -91.6% | +489.8% | +317.2% |
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