-92.0%
IOVA vs AMP
+1,444.6%
-1,536.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.5% |
| 7D | +9.7% | +0.2% | +9.5% | +9.6% |
| 30D | +102.5% | -0.1% | +102.6% | +101.7% |
| 3M | +100.7% | +23.6% | +77.1% | +76.6% |
| 6M | +106.3% | +20.4% | +86.0% | +84.8% |
| YTD | +222.0% | +15.4% | +206.5% | +192.6% |
| 1Y | +299.5% | +11.0% | +288.6% | +269.6% |
| 3Y | +42.9% | +70.5% | -27.5% | +4.8% |
| 5Y | -65.0% | +121.4% | -186.4% | -78.1% |
| 10Y | +10.3% | +575.6% | -565.3% | -67.0% |
| All | -92.0% | +1,444.6% | -1,536.6% | -98.3% |
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