+1,278.0%
AAPL vs IOVA
+9.7%
+1,268.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -3.9% | +1.3% |
| 7D | +3.8% | -2.2% | +6.0% | +4.0% |
| 30D | +9.9% | +27.6% | -17.7% | +7.3% |
| 3M | +12.5% | +117.2% | -104.7% | +3.7% |
| 6M | +27.6% | +77.7% | -50.1% | +18.9% |
| YTD | +22.6% | +215.0% | -192.5% | +7.5% |
| 1Y | +45.0% | +255.4% | -210.4% | +24.6% |
| 3Y | +87.8% | +42.6% | +45.1% | +58.9% |
| 5Y | +128.7% | -62.2% | +190.9% | +108.3% |
| All | +1,278.0% | +9.7% | +1,268.3% | +1,012.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling