-92.9%
IOVA vs AMP
+1,336.2%
-1,429.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.1% |
| 7D | -3.5% | +3.9% | -7.4% | -5.5% |
| 30D | -45.4% | +5.1% | -50.5% | -47.2% |
| 3M | +19.0% | -8.7% | +27.7% | +23.4% |
| 6M | +112.0% | +11.4% | +100.6% | +95.4% |
| YTD | +184.2% | +7.3% | +176.9% | +166.1% |
| 1Y | +222.0% | +14.6% | +207.4% | +190.4% |
| 3Y | +92.6% | +61.2% | +31.3% | +43.9% |
| 5Y | -63.2% | +81.0% | -144.2% | -74.6% |
| 10Y | +2.1% | +468.0% | -465.9% | -66.7% |
| All | -92.9% | +1,336.2% | -1,429.1% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling