-14.1%
ALB vs IOVA
+99.0%
-113.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | -5.8% | -3.5% | -2.3% | -5.4% |
| 30D | -4.5% | -45.4% | +40.9% | +1.2% |
| 3M | -28.1% | +19.0% | -47.1% | -31.6% |
| 6M | -53.2% | +112.0% | -165.2% | -59.5% |
| YTD | -33.3% | +184.2% | -217.6% | -46.0% |
| 1Y | -17.4% | +222.0% | -239.4% | -34.6% |
| 3Y | -14.1% | +92.6% | -106.7% | -48.2% |
| All | -14.1% | +99.0% | -113.1% | -48.2% |
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