+40.1%
GILD vs IOVA
+323.0%
-282.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -11.0% | +7.1% | -3.7% |
| 7D | +1.2% | -19.0% | +20.2% | +1.6% |
| 30D | +16.2% | -40.3% | +56.5% | +16.9% |
| 3M | +27.9% | +78.3% | -50.4% | +21.8% |
| 6M | +27.1% | +94.5% | -67.4% | +19.4% |
| YTD | +39.0% | +183.5% | -144.5% | +26.5% |
| 1Y | +40.1% | +327.6% | -287.5% | +24.2% |
| All | +40.1% | +323.0% | -282.9% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling