+132.1%
AWK vs IOVA
+3.8%
+128.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.2% |
| 7D | -0.7% | -6.4% | +5.7% | -0.5% |
| 30D | +2.8% | +25.4% | -22.6% | +2.0% |
| 3M | +11.3% | +115.3% | -104.0% | +8.1% |
| 6M | +6.7% | +56.5% | -49.8% | +4.4% |
| YTD | +9.4% | +198.2% | -188.8% | +4.4% |
| 1Y | +3.7% | +242.0% | -238.3% | -1.8% |
| 3Y | +9.2% | +36.8% | -27.6% | +2.6% |
| 5Y | -15.7% | -64.3% | +48.5% | -18.8% |
| All | +132.1% | +3.8% | +128.2% | +120.5% |
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