-5.7%
ASML vs IOVA
+102.6%
-108.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -11.0% | +1.7% | -8.4% |
| 7D | -19.0% | -19.0% | 0.0% | -17.7% |
| 30D | -25.9% | -40.3% | +14.3% | -23.9% |
| 3M | -19.1% | +78.3% | -97.4% | -23.9% |
| 6M | -5.7% | +94.5% | -100.2% | -12.9% |
| All | -5.7% | +102.6% | -108.4% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling