+206.7%
ABT vs IOVA
+7.5%
+199.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.1% |
| 7D | -4.7% | -2.2% | -2.5% | -4.6% |
| 30D | -3.1% | +31.7% | -34.8% | -4.8% |
| 3M | +16.1% | +117.3% | -101.1% | +10.1% |
| 6M | -5.3% | +55.8% | -61.2% | -9.0% |
| YTD | -14.4% | +208.8% | -223.2% | -21.5% |
| 1Y | -18.4% | +255.7% | -274.1% | -26.3% |
| 3Y | +11.2% | +41.7% | -30.5% | -0.6% |
| 5Y | -9.4% | -64.9% | +55.5% | -14.3% |
| All | +206.7% | +7.5% | +199.2% | +166.8% |
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