+40.6%
ALB vs IOVA
-0.9%
+41.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.7% | +4.5% | -0.5% |
| 7D | -3.6% | -1.4% | -2.2% | -3.4% |
| 30D | -2.9% | -47.4% | +44.5% | +3.5% |
| 3M | -25.8% | +13.2% | -39.1% | -28.9% |
| 6M | -53.6% | +114.3% | -167.9% | -59.6% |
| YTD | -32.4% | +179.5% | -211.9% | -44.3% |
| 1Y | -13.0% | +200.4% | -213.4% | -29.3% |
| 3Y | -15.0% | +92.2% | -107.2% | -33.9% |
| 5Y | -63.5% | -63.8% | +0.3% | -68.3% |
| All | +40.6% | -0.9% | +41.5% | +9.5% |
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