+2,660.6%
AVGO vs IOVA
+0.8%
+2,659.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -4.9% |
| 7D | +18.2% | -3.5% | +21.6% | +18.5% |
| 30D | +0.2% | -45.4% | +45.6% | +5.0% |
| 3M | -16.8% | +19.0% | -35.8% | -19.5% |
| 6M | -16.5% | +112.0% | -128.5% | -24.9% |
| YTD | +0.8% | +184.2% | -183.4% | -13.3% |
| 1Y | +2.8% | +222.0% | -219.2% | -12.9% |
| 3Y | +278.5% | +92.6% | +186.0% | +206.8% |
| 5Y | +573.1% | -63.2% | +636.2% | +504.4% |
| All | +2,660.6% | +0.8% | +2,659.8% | +2,026.2% |
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