+25.1%
GILD vs IOVA
+259.8%
-234.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.4% | -1.0% |
| 7D | -4.8% | -2.2% | -2.7% | -4.7% |
| 30D | +5.8% | +27.6% | -21.8% | +4.5% |
| 3M | +14.9% | +117.2% | -102.2% | +9.7% |
| 6M | -0.4% | +77.7% | -78.0% | -4.5% |
| YTD | +18.5% | +215.0% | -196.5% | +9.4% |
| 1Y | +25.1% | +255.4% | -230.3% | +15.4% |
| All | +25.1% | +259.8% | -234.7% | +15.4% |
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 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