+2.8%
AVGO vs IOVA
+207.9%
-205.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -4.8% |
| 7D | +18.2% | -3.5% | +21.6% | +18.3% |
| 30D | +0.2% | -45.4% | +45.6% | +2.2% |
| 3M | -16.8% | +19.0% | -35.8% | -17.0% |
| 6M | -16.5% | +112.0% | -128.5% | -19.5% |
| YTD | +0.8% | +184.2% | -183.4% | -6.6% |
| 1Y | +2.8% | +222.0% | -219.2% | -6.8% |
| All | +2.8% | +207.9% | -205.1% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling