+226.4%
ALB vs IOVA
-91.6%
+318.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.5% | -4.5% |
| 7D | -8.1% | +9.7% | -17.8% | -8.3% |
| 30D | +6.3% | +102.5% | -96.3% | +3.6% |
| 3M | -23.6% | +100.7% | -124.3% | -25.6% |
| 6M | -24.6% | +106.3% | -130.9% | -26.9% |
| YTD | -10.3% | +222.0% | -232.2% | -14.3% |
| 1Y | +61.5% | +299.5% | -238.1% | +52.7% |
| 3Y | -34.0% | +42.9% | -76.9% | -36.9% |
| 5Y | -44.6% | -65.0% | +20.4% | -46.2% |
| 10Y | +76.1% | +10.3% | +65.8% | +67.1% |
| All | +226.4% | -91.6% | +318.0% | +197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling