-39.8%
BABA vs IOVA
-63.3%
+23.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -13.8% | -3.5% | -10.3% | -13.4% |
| 30D | -15.1% | -45.4% | +30.3% | -10.7% |
| 3M | -22.7% | +19.0% | -41.8% | -25.8% |
| 6M | -34.7% | +112.0% | -146.7% | -42.4% |
| YTD | -35.0% | +184.2% | -219.3% | -45.9% |
| 1Y | -40.4% | +222.0% | -262.4% | -51.4% |
| 3Y | +21.9% | +92.6% | -70.6% | -9.5% |
| All | -39.8% | -63.3% | +23.5% | -47.4% |
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