+106.8%
IOVA vs AEIS
+152.4%
-45.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.3% | -9.7% | -2.3% |
| 7D | +1.9% | +1.0% | +0.9% | +1.3% |
| 30D | -44.1% | -24.0% | -20.1% | -39.1% |
| 3M | +28.9% | -32.5% | +61.4% | +44.0% |
| 6M | +125.7% | -38.6% | +164.3% | +151.6% |
| YTD | +199.3% | +4.8% | +194.4% | +147.8% |
| 1Y | +255.2% | +1.3% | +253.9% | +198.3% |
| 3Y | +106.8% | +159.2% | -52.4% | -25.9% |
| All | +106.8% | +152.4% | -45.6% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 3y: compounded portfolio wealth divided by compounded AEIS 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…
3y analysis · Full analysis span regression · 6 months rolling