+751.6%
AWK vs IOVA
-91.6%
+843.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.1% |
| 7D | +1.7% | +9.7% | -8.0% | +1.7% |
| 30D | +5.6% | +102.5% | -97.0% | +5.0% |
| 3M | +15.9% | +100.7% | -84.8% | +15.2% |
| 6M | +4.6% | +106.3% | -101.8% | +3.9% |
| YTD | +10.1% | +222.0% | -211.9% | +8.9% |
| 1Y | +2.1% | +299.5% | -297.4% | +0.8% |
| 3Y | +9.8% | +42.9% | -33.1% | +8.5% |
| 5Y | -15.4% | -65.0% | +49.6% | -16.1% |
| 10Y | +129.4% | +10.3% | +119.1% | +126.7% |
| All | +751.6% | -91.6% | +843.2% | +735.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling