+170.8%
ABBV vs IOVA
-63.5%
+234.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -3.0% |
| 7D | -4.3% | +5.1% | -9.4% | -4.5% |
| 30D | +1.1% | +37.2% | -36.1% | -0.1% |
| 3M | +12.3% | +117.5% | -105.2% | +8.6% |
| 6M | +9.8% | +69.6% | -59.8% | +6.7% |
| YTD | +11.5% | +218.7% | -207.2% | +5.7% |
| 1Y | +22.3% | +265.5% | -243.3% | +15.1% |
| 3Y | +85.2% | +46.2% | +38.9% | +73.7% |
| 5Y | +170.8% | -63.2% | +234.1% | +155.9% |
| All | +170.8% | -63.5% | +234.4% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling