-92.6%
IOVA vs AEIS
+1,478.9%
-1,571.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.3% | -1.3% |
| 7D | -7.0% | +9.5% | -16.5% | -9.8% |
| 30D | -44.4% | -17.5% | -26.9% | -41.0% |
| 3M | +24.7% | -29.3% | +53.9% | +37.4% |
| 6M | +118.6% | -34.7% | +153.4% | +139.1% |
| YTD | +196.3% | +10.7% | +185.6% | +163.6% |
| 1Y | +205.3% | +7.4% | +197.9% | +174.3% |
| 3Y | +103.8% | +161.1% | -57.3% | +30.9% |
| 5Y | -65.6% | +150.7% | -216.3% | -78.1% |
| 10Y | +6.4% | +360.8% | -354.4% | -44.7% |
| All | -92.6% | +1,478.9% | -1,571.6% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling