+132.9%
ADBE vs IOVA
-0.9%
+133.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.7% | +6.1% | +0.9% |
| 7D | -3.2% | -1.4% | -1.8% | -3.1% |
| 30D | +1.0% | -47.4% | +48.3% | +5.5% |
| 3M | -7.8% | +13.2% | -21.0% | -10.6% |
| 6M | -1.0% | +114.3% | -115.3% | -10.8% |
| YTD | -31.8% | +179.5% | -211.3% | -41.2% |
| 1Y | -29.2% | +200.4% | -229.6% | -39.5% |
| 3Y | -60.1% | +92.2% | -152.2% | -68.2% |
| 5Y | -63.7% | -63.8% | +0.1% | -67.5% |
| All | +132.9% | -0.9% | +133.8% | +72.9% |
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