+92.8%
ALB vs IOVA
+7.8%
+85.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | -4.4% | +5.1% | -9.5% | -5.0% |
| 30D | -1.2% | +37.2% | -38.4% | -5.4% |
| 3M | -13.3% | +117.5% | -130.8% | -22.8% |
| 6M | -19.8% | +69.6% | -89.3% | -27.1% |
| YTD | -7.9% | +218.7% | -226.6% | -23.6% |
| 1Y | +60.2% | +265.5% | -205.4% | +28.9% |
| 3Y | -26.4% | +46.2% | -72.7% | -40.0% |
| 5Y | -42.5% | -63.2% | +20.7% | -49.2% |
| All | +92.8% | +7.8% | +85.0% | +56.5% |
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 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