+672.3%
AU vs IOVA
+9.7%
+662.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.1% | +0.3% |
| 7D | -4.3% | -2.2% | -2.1% | -4.2% |
| 30D | +7.3% | +27.6% | -20.3% | +6.1% |
| 3M | +26.3% | +117.2% | -90.8% | +21.5% |
| 6M | +1.8% | +77.7% | -75.9% | -1.7% |
| YTD | +26.8% | +215.0% | -188.2% | +19.3% |
| 1Y | +66.7% | +255.4% | -188.7% | +55.6% |
| 3Y | +579.1% | +42.6% | +536.4% | +535.0% |
| 5Y | +689.3% | -62.2% | +751.6% | +650.7% |
| All | +672.3% | +9.7% | +662.6% | +762.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling