+189.0%
AU vs IOVA
-91.6%
+280.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.4% | -2.3% |
| 7D | -3.6% | +9.7% | -13.4% | -3.8% |
| 30D | +23.9% | +102.5% | -78.7% | +22.4% |
| 3M | +19.1% | +100.7% | -81.6% | +17.6% |
| 6M | -0.2% | +106.3% | -106.5% | -1.6% |
| YTD | +32.5% | +222.0% | -189.5% | +29.6% |
| 1Y | +96.9% | +299.5% | -202.6% | +91.8% |
| 3Y | +614.7% | +42.9% | +571.8% | +597.8% |
| 5Y | +647.7% | -65.0% | +712.7% | +635.3% |
| 10Y | +679.2% | +10.3% | +668.9% | +653.8% |
| All | +189.0% | -91.6% | +280.6% | +163.0% |
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