+326.9%
AMGN vs IOVA
-0.9%
+327.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.7% | +5.5% | +0.2% |
| 7D | +1.5% | -1.4% | +2.9% | +1.6% |
| 30D | +13.1% | -47.4% | +60.5% | +17.2% |
| 3M | +12.9% | +13.2% | -0.3% | +10.1% |
| 6M | +40.8% | +114.3% | -73.6% | +29.6% |
| YTD | +45.6% | +179.5% | -133.9% | +30.0% |
| 1Y | +42.7% | +200.4% | -157.7% | +26.5% |
| 3Y | +91.2% | +92.2% | -1.0% | +63.5% |
| 5Y | +158.1% | -63.8% | +221.9% | +136.9% |
| All | +326.9% | -0.9% | +327.8% | +242.6% |
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