+249.6%
ALAB vs IOVA
-41.2%
+290.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.6% | +12.1% | +13.5% |
| 7D | -5.6% | +1.9% | -7.4% | -5.5% |
| 30D | -36.6% | -44.1% | +7.5% | -32.7% |
| 3M | -35.1% | +28.9% | -64.0% | -38.0% |
| 6M | +8.5% | +125.7% | -117.1% | -4.6% |
| YTD | +30.4% | +199.3% | -168.9% | +9.0% |
| 1Y | +31.0% | +255.2% | -224.2% | +7.2% |
| All | +249.6% | -41.2% | +290.8% | +216.1% |
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