+97.7%
GOOG vs IOVA
-63.3%
+160.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | +3.0% | -3.5% | +6.5% | +3.2% |
| 30D | -14.9% | -45.4% | +30.5% | -12.0% |
| 3M | -14.9% | +19.0% | -33.9% | -16.0% |
| 6M | -26.6% | +112.0% | -138.6% | -30.6% |
| YTD | -6.6% | +184.2% | -190.8% | -14.1% |
| 1Y | +5.1% | +222.0% | -216.9% | -4.4% |
| 3Y | +121.0% | +92.6% | +28.4% | +92.1% |
| All | +97.7% | -63.3% | +160.9% | +87.3% |
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