-9.0%
AUR vs IOVA
+362.8%
-371.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -3.0% | -4.3% |
| 7D | -19.8% | -41.3% | +21.4% | -14.8% |
| 30D | -29.0% | -38.5% | +9.5% | -24.8% |
| 3M | -43.6% | +99.5% | -143.1% | -46.6% |
| 6M | -36.6% | +126.0% | -162.6% | -41.5% |
| YTD | +6.3% | +218.7% | -212.4% | -7.0% |
| 1Y | -9.0% | +378.0% | -387.1% | -20.2% |
| All | -9.0% | +362.8% | -371.8% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling