+502.7%
ABT vs IOVA
-92.3%
+595.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -5.4% | -7.0% | +1.6% | -5.3% |
| 30D | +8.0% | -44.4% | +52.4% | +8.7% |
| 3M | +0.2% | +24.7% | -24.4% | -0.4% |
| 6M | +34.1% | +118.6% | -84.5% | +31.9% |
| YTD | -10.6% | +196.3% | -206.9% | -12.7% |
| 1Y | -11.8% | +205.3% | -217.1% | -13.9% |
| 3Y | +23.9% | +103.8% | -79.9% | +20.1% |
| 5Y | -5.1% | -65.6% | +60.4% | -6.9% |
| 10Y | +228.6% | +6.4% | +222.2% | +218.4% |
| All | +502.7% | -92.3% | +595.0% | +480.7% |
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