-17.2%
AWK vs IOVA
-63.5%
+46.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | +2.2% | +5.1% | -2.9% | +2.1% |
| 30D | +4.4% | +37.2% | -32.8% | +3.7% |
| 3M | +15.4% | +117.5% | -102.1% | +13.0% |
| 6M | +3.5% | +69.6% | -66.1% | +1.8% |
| YTD | +9.8% | +218.7% | -208.9% | +6.0% |
| 1Y | +3.0% | +265.5% | -262.6% | -1.2% |
| 3Y | +9.7% | +46.2% | -36.6% | +3.7% |
| 5Y | -17.2% | -63.2% | +46.1% | -22.3% |
| All | -17.2% | -63.5% | +46.4% | -22.3% |
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