+2,856.4%
AVGO vs IOVA
+4.5%
+2,851.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.9% |
| 7D | -0.8% | -2.2% | +1.4% | -0.6% |
| 30D | -13.7% | +31.7% | -45.5% | -16.2% |
| 3M | -6.9% | +117.3% | -124.2% | -14.8% |
| 6M | +5.8% | +55.8% | -50.0% | -1.0% |
| YTD | +5.7% | +208.8% | -203.1% | -8.4% |
| 1Y | +9.0% | +255.7% | -246.7% | -7.7% |
| 3Y | +340.5% | +41.7% | +298.8% | +272.3% |
| 5Y | +711.1% | -64.9% | +776.0% | +642.5% |
| 10Y | +2,856.4% | +6.3% | +2,850.1% | +2,274.0% |
| All | +2,856.4% | +4.5% | +2,851.9% | +2,274.0% |
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