+1,644.6%
ASML vs IOVA
+9.5%
+1,635.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.1% | +4.1% |
| 7D | +1.1% | +9.7% | -8.6% | +0.1% |
| 30D | +2.2% | +102.5% | -100.4% | -6.4% |
| 3M | -2.3% | +100.7% | -103.0% | -10.9% |
| 6M | +23.0% | +106.3% | -83.4% | +10.6% |
| YTD | +61.1% | +222.0% | -160.9% | +36.6% |
| 1Y | +129.1% | +299.5% | -170.4% | +86.9% |
| 3Y | +165.4% | +42.9% | +122.4% | +117.4% |
| 5Y | +109.5% | -65.0% | +174.4% | +90.0% |
| All | +1,644.6% | +9.5% | +1,635.1% | +1,239.8% |
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