+17.2%
ABNB vs IOVA
-81.8%
+99.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -2.5% |
| 7D | -7.4% | -2.2% | -5.2% | -7.2% |
| 30D | -8.2% | +31.7% | -39.9% | -11.3% |
| 3M | +29.1% | +117.3% | -88.1% | +15.9% |
| 6M | +26.6% | +55.8% | -29.3% | +16.9% |
| YTD | +25.0% | +208.8% | -183.8% | +4.6% |
| 1Y | +37.0% | +255.7% | -218.7% | +11.0% |
| 3Y | +16.3% | +41.7% | -25.4% | -7.0% |
| 5Y | +2.2% | -64.9% | +67.1% | -9.1% |
| All | +17.2% | -81.8% | +99.0% | +15.3% |
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