-34.9%
AUR vs IOVA
-68.8%
+33.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.9% |
| 7D | +19.2% | +5.1% | +14.2% | +17.9% |
| 30D | -7.8% | +37.2% | -45.0% | -14.8% |
| 3M | +4.0% | +117.5% | -113.5% | -17.0% |
| 6M | +45.0% | +69.6% | -24.6% | +20.7% |
| YTD | +69.5% | +218.7% | -149.2% | +17.7% |
| 1Y | +13.0% | +265.5% | -252.5% | -26.3% |
| 3Y | +90.4% | +46.2% | +44.1% | +32.5% |
| 5Y | -34.2% | -63.2% | +29.1% | -48.3% |
| All | -34.9% | -68.8% | +33.9% | -48.9% |
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