+19.7%
ABNB vs IOVA
+50.0%
-30.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -4.0% |
| 7D | -4.4% | +5.1% | -9.5% | -4.8% |
| 30D | -2.0% | +37.2% | -39.2% | -4.7% |
| 3M | +29.8% | +117.5% | -87.7% | +20.2% |
| 6M | +31.0% | +69.6% | -38.6% | +23.0% |
| YTD | +28.6% | +218.7% | -190.1% | +12.6% |
| 1Y | +40.1% | +265.5% | -225.5% | +19.8% |
| 3Y | +19.7% | +46.2% | -26.5% | -6.3% |
| All | +19.7% | +50.0% | -30.3% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling