-2.3%
AWK vs IOVA
-67.3%
+65.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | +1.2% | +1.9% | -0.7% | +1.1% |
| 30D | +15.8% | -44.1% | +59.9% | +16.8% |
| 3M | +11.0% | +28.9% | -17.9% | +9.7% |
| 6M | +21.0% | +125.7% | -104.7% | +17.5% |
| YTD | +16.7% | +199.3% | -182.6% | +12.0% |
| 1Y | +17.2% | +255.2% | -238.1% | +11.8% |
| 3Y | +29.2% | +106.8% | -77.7% | +19.8% |
| 5Y | -2.3% | -67.1% | +64.8% | -7.4% |
| All | -2.3% | -67.3% | +65.0% | -7.4% |
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