+2,159.6%
GOOG vs IOVA
-91.6%
+2,251.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.1% |
| 7D | -2.1% | +9.7% | -11.9% | -2.3% |
| 30D | -6.8% | +102.5% | -109.4% | -8.4% |
| 3M | -9.1% | +100.7% | -109.8% | -10.7% |
| 6M | +10.7% | +106.3% | -95.6% | +8.5% |
| YTD | +7.1% | +222.0% | -214.9% | +3.7% |
| 1Y | +44.6% | +299.5% | -254.9% | +39.2% |
| 3Y | +147.4% | +42.9% | +104.5% | +138.8% |
| 5Y | +133.8% | -65.0% | +198.8% | +128.5% |
| 10Y | +777.5% | +10.3% | +767.2% | +739.7% |
| All | +2,159.6% | -91.6% | +2,251.2% | +1,954.0% |
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