+128.9%
ASML vs IOVA
+85.3%
+43.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.9% | +1.1% | +4.7% |
| 7D | -9.0% | -5.2% | -3.8% | -8.7% |
| 30D | -21.0% | -37.8% | +16.8% | -19.0% |
| 3M | -16.3% | +29.5% | -45.8% | -18.7% |
| 6M | -7.5% | +96.6% | -104.1% | -13.6% |
| YTD | +34.0% | +194.5% | -160.5% | +20.9% |
| 1Y | +39.3% | +248.1% | -208.8% | +23.7% |
| 3Y | +128.9% | +86.1% | +42.7% | +103.4% |
| All | +128.9% | +85.3% | +43.6% | +103.4% |
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