+718.9%
AVGO vs IOVA
-63.5%
+782.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.1% |
| 7D | -0.3% | +5.1% | -5.4% | -0.7% |
| 30D | -13.8% | +37.2% | -51.1% | -16.1% |
| 3M | -6.9% | +117.5% | -124.4% | -13.4% |
| 6M | +11.9% | +69.6% | -57.7% | +5.4% |
| YTD | +6.9% | +218.7% | -211.8% | -5.3% |
| 1Y | +7.4% | +265.5% | -258.1% | -6.7% |
| 3Y | +345.6% | +46.2% | +299.3% | +289.6% |
| 5Y | +718.9% | -63.2% | +782.1% | +665.7% |
| All | +718.9% | -63.5% | +782.4% | +665.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling