+20.0%
AWK vs IOVA
+362.8%
-342.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.2% |
| 7D | +7.0% | -41.3% | +48.3% | +6.6% |
| 30D | +17.0% | -38.5% | +55.6% | +16.6% |
| 3M | +12.4% | +99.5% | -87.1% | +12.4% |
| 6M | +19.6% | +126.0% | -106.4% | +19.6% |
| YTD | +17.0% | +218.7% | -201.6% | +17.5% |
| 1Y | +20.0% | +378.0% | -358.0% | +22.0% |
| All | +20.0% | +362.8% | -342.8% | +22.0% |
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 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