+720.4%
AU vs IOVA
-65.3%
+785.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.8% | +0.8% |
| 7D | +0.6% | -2.2% | +2.9% | +0.8% |
| 30D | +12.3% | +31.7% | -19.4% | +10.5% |
| 3M | +29.4% | +117.3% | -87.9% | +23.0% |
| 6M | +3.2% | +55.8% | -52.6% | -0.5% |
| YTD | +31.8% | +208.8% | -177.0% | +21.9% |
| 1Y | +83.4% | +255.7% | -172.3% | +67.8% |
| 3Y | +623.1% | +41.7% | +581.4% | +561.7% |
| All | +720.4% | -65.3% | +785.7% | +680.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling