+207.4%
ALAB vs IOVA
-42.2%
+249.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.9% | +2.4% | +5.8% |
| 7D | -26.3% | -5.2% | -21.1% | -25.6% |
| 30D | -50.1% | -37.8% | -12.3% | -47.7% |
| 3M | -42.5% | +29.5% | -71.9% | -45.1% |
| 6M | -10.8% | +96.6% | -107.4% | -20.4% |
| YTD | +14.6% | +194.5% | -179.9% | -4.0% |
| 1Y | +17.1% | +248.1% | -230.9% | -3.9% |
| All | +207.4% | -42.2% | +249.6% | +178.5% |
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