-35.7%
AUR vs IOVA
-69.1%
+33.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | +0.3% |
| 7D | +1.4% | -2.2% | +3.6% | +1.9% |
| 30D | -6.4% | +27.6% | -34.0% | -12.1% |
| 3M | +7.7% | +117.2% | -109.5% | -14.0% |
| 6M | +44.5% | +77.7% | -33.2% | +18.9% |
| YTD | +67.4% | +215.0% | -147.6% | +16.5% |
| 1Y | +15.4% | +255.4% | -239.9% | -24.2% |
| 3Y | +94.8% | +42.6% | +52.2% | +36.4% |
| 5Y | -35.1% | -62.2% | +27.1% | -48.9% |
| All | -35.7% | -69.1% | +33.4% | -49.4% |
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