+40.8%
ALB vs IOVA
+28.7%
+12.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | +9.5% | +1.9% | +7.6% | +9.0% |
| 30D | -2.1% | -44.1% | +42.0% | +3.6% |
| 3M | -24.1% | +28.9% | -53.0% | -28.4% |
| 6M | -51.0% | +125.7% | -176.7% | -57.6% |
| YTD | -29.3% | +199.3% | -228.6% | -42.2% |
| 1Y | +3.2% | +255.2% | -252.1% | -18.0% |
| 3Y | -9.3% | +106.8% | -116.2% | -30.1% |
| 5Y | -61.6% | -67.1% | +5.4% | -66.3% |
| 10Y | +40.8% | +16.7% | +24.1% | +8.1% |
| All | +40.8% | +28.7% | +12.1% | +8.1% |
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