+28.2%
BABA vs IOVA
+23.8%
+4.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.2% |
| 7D | -4.8% | +9.7% | -14.5% | -5.7% |
| 30D | -11.9% | +102.5% | -114.4% | -19.1% |
| 3M | -9.3% | +100.7% | -110.0% | -17.2% |
| 6M | -14.2% | +106.3% | -120.6% | -22.8% |
| YTD | -22.0% | +222.0% | -244.0% | -33.9% |
| 1Y | -12.7% | +299.5% | -312.3% | -28.7% |
| 3Y | +26.7% | +42.9% | -16.3% | +4.4% |
| 5Y | -29.3% | -65.0% | +35.6% | -36.4% |
| 10Y | +21.2% | +10.3% | +11.0% | -11.6% |
| All | +28.2% | +23.8% | +4.4% | -10.4% |
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 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