+365.7%
ALAB vs IOVA
-37.4%
+403.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -6.8% |
| 7D | +3.2% | +5.1% | -1.9% | +2.6% |
| 30D | -13.6% | +37.2% | -50.8% | -16.9% |
| 3M | -16.6% | +117.5% | -134.1% | -25.2% |
| 6M | +142.3% | +69.6% | +72.7% | +121.6% |
| YTD | +73.6% | +218.7% | -145.1% | +46.0% |
| 1Y | +33.7% | +265.5% | -231.9% | +10.0% |
| All | +365.7% | -37.4% | +403.1% | +323.3% |
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