+1,868.2%
GOOGL vs IOVA
-92.3%
+1,960.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +1.6% | -7.0% | +8.6% | +1.7% |
| 30D | -16.8% | -44.4% | +27.6% | -15.8% |
| 3M | -14.6% | +24.7% | -39.2% | -15.2% |
| 6M | -24.4% | +118.6% | -143.0% | -26.0% |
| YTD | -6.1% | +196.3% | -202.4% | -9.0% |
| 1Y | +1.0% | +205.3% | -204.3% | -2.2% |
| 3Y | +123.4% | +103.8% | +19.6% | +114.1% |
| 5Y | +103.2% | -65.6% | +168.8% | +98.5% |
| 10Y | +667.7% | +6.4% | +661.3% | +634.7% |
| All | +1,868.2% | -92.3% | +1,960.5% | +1,689.7% |
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