+400.4%
ALAB vs IOVA
-36.8%
+437.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.0% | +8.7% | +9.6% |
| 7D | +7.2% | +9.7% | -2.5% | +6.1% |
| 30D | -2.5% | +102.5% | -105.1% | -11.2% |
| 3M | -13.3% | +100.7% | -114.0% | -21.5% |
| 6M | +172.8% | +106.3% | +66.5% | +143.5% |
| YTD | +86.6% | +222.0% | -135.4% | +56.7% |
| 1Y | +65.2% | +299.5% | -234.4% | +34.0% |
| All | +400.4% | -36.8% | +437.2% | +354.3% |
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 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