+22,374.2%
AVGO vs IOVA
-91.6%
+22,465.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.2% |
| 7D | -3.0% | +9.7% | -12.7% | -3.2% |
| 30D | -14.4% | +102.5% | -117.0% | -16.4% |
| 3M | -14.4% | +100.7% | -115.1% | -16.5% |
| 6M | +13.1% | +106.3% | -93.2% | +9.9% |
| YTD | +3.8% | +222.0% | -218.2% | -0.7% |
| 1Y | +17.8% | +299.5% | -281.8% | +11.7% |
| 3Y | +325.3% | +42.9% | +282.3% | +305.6% |
| 5Y | +689.9% | -65.0% | +754.9% | +666.7% |
| 10Y | +2,597.0% | +10.3% | +2,586.7% | +2,434.7% |
| All | +22,374.2% | -91.6% | +22,465.8% | +19,275.9% |
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