-63.2%
IOVA vs AEIS
+228.8%
-292.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.1% |
| 7D | +5.1% | +8.1% | -3.1% | +1.8% |
| 30D | +37.2% | -11.1% | +48.4% | +42.6% |
| 3M | +117.5% | -5.6% | +123.1% | +110.3% |
| 6M | +69.6% | -0.6% | +70.2% | +55.9% |
| YTD | +218.7% | +38.0% | +180.6% | +139.6% |
| 1Y | +265.5% | +87.2% | +178.3% | +123.6% |
| 3Y | +46.2% | +179.7% | -133.5% | -33.8% |
| 5Y | -63.2% | +241.7% | -305.0% | -86.2% |
| All | -63.2% | +228.8% | -292.1% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling