+135.0%
GOOG vs IOVA
-66.4%
+201.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.1% | +0.8% |
| 7D | -2.5% | -6.4% | +3.9% | -2.2% |
| 30D | -3.6% | +25.4% | -29.0% | -5.0% |
| 3M | -6.4% | +115.3% | -121.8% | -11.3% |
| 6M | +7.8% | +56.5% | -48.8% | +3.6% |
| YTD | +5.5% | +198.2% | -192.7% | -3.0% |
| 1Y | +38.3% | +242.0% | -203.7% | +25.2% |
| 3Y | +143.1% | +36.8% | +106.3% | +117.4% |
| 5Y | +135.0% | -64.3% | +199.3% | +116.1% |
| All | +135.0% | -66.4% | +201.5% | +116.1% |
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 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