-64.9%
IOVA vs AMP
+120.7%
-185.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.5% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +31.7% | -1.0% | +32.7% | +32.0% |
| 3M | +117.3% | +23.2% | +94.0% | +86.1% |
| 6M | +55.8% | +20.4% | +35.4% | +36.3% |
| YTD | +208.8% | +13.6% | +195.1% | +176.5% |
| 1Y | +255.7% | +13.4% | +242.3% | +218.8% |
| 3Y | +41.7% | +66.5% | -24.8% | -4.3% |
| 5Y | -64.9% | +120.2% | -185.1% | -81.4% |
| All | -64.9% | +120.7% | -185.6% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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