+18,375.7%
AVGO vs IOVA
-92.3%
+18,468.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.1% | +0.6% |
| 7D | -9.9% | -5.2% | -4.7% | -9.8% |
| 30D | -22.0% | -37.8% | +15.8% | -21.1% |
| 3M | -30.0% | +29.5% | -59.5% | -30.9% |
| 6M | -30.7% | +96.6% | -127.3% | -32.8% |
| YTD | -14.7% | +194.5% | -209.2% | -18.5% |
| 1Y | -16.8% | +248.1% | -264.8% | -21.0% |
| 3Y | +244.4% | +86.1% | +158.3% | +225.8% |
| 5Y | +474.0% | -67.8% | +541.9% | +456.7% |
| 10Y | +2,122.6% | +38.6% | +2,084.0% | +1,978.0% |
| All | +18,375.7% | -92.3% | +18,468.1% | +15,808.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling