+493.7%
ABT vs IOVA
-91.6%
+585.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.4% |
| 7D | -3.7% | +9.7% | -13.4% | -3.8% |
| 30D | +2.5% | +102.5% | -100.1% | +1.3% |
| 3M | +20.2% | +100.7% | -80.5% | +18.7% |
| 6M | -2.9% | +106.3% | -109.3% | -4.3% |
| YTD | -11.9% | +222.0% | -233.9% | -13.8% |
| 1Y | -16.5% | +299.5% | -316.1% | -18.7% |
| 3Y | +12.1% | +42.9% | -30.8% | +9.4% |
| 5Y | -7.4% | -65.0% | +57.6% | -8.9% |
| 10Y | +210.7% | +10.3% | +200.4% | +201.6% |
| All | +493.7% | -91.6% | +585.4% | +473.0% |
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 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