-36.1%
AUR vs IOVA
-66.4%
+30.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -1.8% |
| 7D | +0.2% | -6.4% | +6.6% | +1.8% |
| 30D | -8.9% | +25.4% | -34.3% | -14.4% |
| 3M | +4.6% | +115.3% | -110.7% | -17.7% |
| 6M | +44.9% | +56.5% | -11.7% | +21.4% |
| YTD | +64.8% | +198.2% | -133.3% | +13.3% |
| 1Y | +16.4% | +242.0% | -225.7% | -25.2% |
| 3Y | +85.1% | +36.8% | +48.3% | +25.7% |
| 5Y | -36.1% | -64.3% | +28.1% | -48.1% |
| All | -36.1% | -66.4% | +30.3% | -48.1% |
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 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