+2.9%
AWK vs IOVA
+254.2%
-251.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | 0.0% |
| 7D | +0.6% | -2.2% | +2.8% | +0.6% |
| 30D | +4.3% | +31.7% | -27.4% | +4.3% |
| 3M | +12.5% | +117.3% | -104.7% | +12.4% |
| 6M | +3.3% | +55.8% | -52.5% | +3.3% |
| YTD | +9.8% | +208.8% | -199.0% | +9.3% |
| 1Y | +2.9% | +255.7% | -252.8% | +3.6% |
| All | +2.9% | +254.2% | -251.3% | +3.6% |
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