+810.1%
AWK vs IOVA
-92.3%
+902.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.8% |
| 7D | +2.7% | -8.5% | +11.2% | +2.7% |
| 30D | +16.7% | -44.7% | +61.4% | +17.0% |
| 3M | +11.7% | +26.2% | -14.5% | +11.4% |
| 6M | +21.9% | +123.2% | -101.3% | +20.9% |
| YTD | +17.6% | +196.0% | -178.4% | +16.3% |
| 1Y | +19.8% | +240.9% | -221.1% | +18.3% |
| 3Y | +31.0% | +103.5% | -72.5% | +29.0% |
| 5Y | -3.0% | -65.5% | +62.5% | -3.9% |
| 10Y | +156.8% | +7.0% | +149.8% | +153.5% |
| All | +810.1% | -92.3% | +902.4% | +791.9% |
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