-13.0%
ALB vs IOVA
+189.0%
-202.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.7% | +4.5% | -0.8% |
| 7D | -3.6% | -1.4% | -2.2% | -3.5% |
| 30D | -2.9% | -47.4% | +44.5% | +1.0% |
| 3M | -25.8% | +13.2% | -39.1% | -27.9% |
| 6M | -53.6% | +114.3% | -167.9% | -57.8% |
| YTD | -32.4% | +179.5% | -211.9% | -42.3% |
| 1Y | -13.0% | +200.4% | -213.4% | -25.9% |
| All | -13.0% | +189.0% | -202.1% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling