-28.3%
ALB vs IOVA
+51.6%
-79.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.5% | -4.6% |
| 7D | -8.1% | +9.7% | -17.8% | -9.1% |
| 30D | +6.3% | +102.5% | -96.3% | -4.0% |
| 3M | -23.6% | +100.7% | -124.3% | -31.4% |
| 6M | -24.6% | +106.3% | -130.9% | -33.6% |
| YTD | -10.3% | +222.0% | -232.2% | -26.4% |
| 1Y | +61.5% | +299.5% | -238.1% | +26.5% |
| All | -28.3% | +51.6% | -79.9% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling