+1,156.2%
ABBV vs IOVA
-56.1%
+1,212.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.5% |
| 7D | +0.4% | +9.7% | -9.4% | +0.2% |
| 30D | +4.2% | +102.5% | -98.4% | +2.1% |
| 3M | +14.8% | +100.7% | -85.9% | +12.5% |
| 6M | +10.3% | +106.3% | -96.1% | +7.7% |
| YTD | +14.9% | +222.0% | -207.1% | +10.8% |
| 1Y | +24.1% | +299.5% | -275.4% | +18.9% |
| 3Y | +91.9% | +42.9% | +49.0% | +84.1% |
| 5Y | +176.0% | -65.0% | +241.0% | +168.5% |
| 10Y | +502.9% | +10.3% | +492.7% | +466.6% |
| All | +1,156.2% | -56.1% | +1,212.2% | +1,009.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling