+85.2%
AZO vs IOVA
-62.2%
+147.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.8% | -0.3% |
| 7D | -3.6% | -2.2% | -1.4% | -3.5% |
| 30D | -5.6% | +27.6% | -33.1% | -6.0% |
| 3M | -6.6% | +117.2% | -123.8% | -8.3% |
| 6M | -22.5% | +77.7% | -100.2% | -23.7% |
| YTD | -15.2% | +215.0% | -230.2% | -17.7% |
| 1Y | -33.9% | +255.4% | -289.3% | -36.2% |
| 3Y | +11.8% | +42.6% | -30.8% | +8.0% |
| All | +85.2% | -62.2% | +147.4% | +82.3% |
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