+200.6%
ABBV vs IOVA
-67.2%
+267.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +2.8% | -8.5% | +11.3% | +3.0% |
| 30D | +7.0% | -44.7% | +51.7% | +8.6% |
| 3M | +19.2% | +26.2% | -7.0% | +17.2% |
| 6M | +47.8% | +123.2% | -75.4% | +41.5% |
| YTD | +32.5% | +196.0% | -163.5% | +25.0% |
| 1Y | +38.4% | +240.9% | -202.5% | +29.8% |
| 3Y | +134.3% | +103.5% | +30.8% | +117.1% |
| 5Y | +200.6% | -65.5% | +266.1% | +181.9% |
| All | +200.6% | -67.2% | +267.9% | +181.9% |
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