+160.1%
AMGN vs IOVA
-63.3%
+223.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | +1.1% | -3.5% | +4.6% | +1.3% |
| 30D | +9.3% | -45.4% | +54.7% | +11.9% |
| 3M | +12.1% | +19.0% | -6.9% | +9.7% |
| 6M | +40.3% | +112.0% | -71.8% | +31.9% |
| YTD | +45.2% | +184.2% | -139.1% | +33.3% |
| 1Y | +42.4% | +222.0% | -179.6% | +29.7% |
| 3Y | +91.0% | +92.6% | -1.5% | +73.4% |
| All | +160.1% | -63.3% | +223.4% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling