+11.5%
ABT vs IOVA
+50.0%
-38.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.6% |
| 7D | -3.1% | +5.1% | -8.2% | -3.2% |
| 30D | -2.1% | +37.2% | -39.3% | -2.9% |
| 3M | +17.4% | +117.5% | -100.1% | +14.8% |
| 6M | -2.4% | +69.6% | -72.0% | -4.2% |
| YTD | -14.2% | +218.7% | -232.9% | -17.1% |
| 1Y | -18.3% | +265.5% | -283.9% | -21.5% |
| 3Y | +11.5% | +46.2% | -34.7% | +7.0% |
| All | +11.5% | +50.0% | -38.5% | +7.0% |
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