+15.7%
BABA vs IOVA
+12.2%
+3.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | +2.4% | -8.5% | +10.8% | +3.2% |
| 30D | -7.8% | -44.7% | +37.0% | -3.1% |
| 3M | -22.4% | +26.2% | -48.6% | -25.9% |
| 6M | -26.0% | +123.2% | -149.2% | -34.9% |
| YTD | -29.3% | +196.0% | -225.2% | -40.9% |
| 1Y | -37.5% | +240.9% | -278.4% | -49.0% |
| 3Y | +31.9% | +103.5% | -71.6% | +1.7% |
| 5Y | -33.4% | -65.5% | +32.0% | -41.1% |
| 10Y | +15.7% | +7.0% | +8.7% | -14.9% |
| All | +15.7% | +12.2% | +3.5% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling