-80.0%
IOVA vs AMBA
+837.3%
-917.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +9.7% | -11.0% | +20.7% | +14.0% |
| 30D | +102.5% | -23.2% | +125.7% | +121.0% |
| 3M | +100.7% | -12.7% | +113.4% | +96.7% |
| 6M | +106.3% | +11.2% | +95.1% | +81.5% |
| YTD | +222.0% | -11.2% | +233.2% | +202.8% |
| 1Y | +299.5% | -22.5% | +322.1% | +289.6% |
| 3Y | +42.9% | -1.3% | +44.2% | +20.7% |
| 5Y | -65.0% | -54.2% | -10.8% | -66.7% |
| 10Y | +10.3% | -6.1% | +16.4% | -31.7% |
| All | -80.0% | +837.3% | -917.3% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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