+56.4%
AZN vs IOVA
-66.4%
+122.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.2% | +1.9% |
| 7D | -3.1% | -6.4% | +3.3% | -2.8% |
| 30D | +0.6% | +25.4% | -24.9% | -0.6% |
| 3M | -10.8% | +115.3% | -126.1% | -14.5% |
| 6M | -18.1% | +56.5% | -74.7% | -20.7% |
| YTD | -12.3% | +198.2% | -210.4% | -17.9% |
| 1Y | -0.2% | +242.0% | -242.2% | -7.7% |
| 3Y | +23.4% | +36.8% | -13.5% | +13.1% |
| 5Y | +56.4% | -64.3% | +120.6% | +48.1% |
| All | +56.4% | -66.4% | +122.8% | +48.1% |
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