+117.9%
ASML vs IOVA
+78.3%
+39.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -11.0% | +1.7% | -8.6% |
| 7D | -19.0% | -19.0% | 0.0% | -17.9% |
| 30D | -25.9% | -40.3% | +14.3% | -23.9% |
| 3M | -19.1% | +78.3% | -97.4% | -23.4% |
| 6M | -5.7% | +94.5% | -100.2% | -11.8% |
| YTD | +27.6% | +183.5% | -155.9% | +15.4% |
| 1Y | +30.8% | +327.6% | -296.8% | +14.0% |
| All | +117.9% | +78.3% | +39.6% | +94.1% |
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