+22.3%
BABA vs IOVA
+9.0%
+13.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -11.0% | +13.7% | +3.8% |
| 7D | +8.6% | -19.0% | +27.6% | +10.6% |
| 30D | -1.1% | -40.3% | +39.2% | +3.0% |
| 3M | -15.9% | +78.3% | -94.3% | -23.2% |
| 6M | -17.5% | +94.5% | -112.0% | -26.3% |
| YTD | -25.6% | +183.5% | -209.1% | -37.3% |
| 1Y | -33.8% | +327.6% | -361.5% | -47.3% |
| 3Y | +34.6% | +83.8% | -49.2% | +6.0% |
| 5Y | -27.7% | -69.0% | +41.4% | -35.1% |
| 10Y | +17.7% | +33.4% | -15.7% | -17.2% |
| All | +22.3% | +9.0% | +13.3% | -15.1% |
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 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