+2,170.1%
GOOGL vs IOVA
-91.6%
+2,261.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.1% |
| 7D | -2.3% | +9.7% | -12.0% | -2.5% |
| 30D | -6.6% | +102.5% | -109.1% | -8.1% |
| 3M | -8.9% | +100.7% | -109.6% | -10.6% |
| 6M | +11.9% | +106.3% | -94.5% | +9.6% |
| YTD | +8.3% | +222.0% | -213.6% | +5.0% |
| 1Y | +46.2% | +299.5% | -253.3% | +40.7% |
| 3Y | +151.9% | +42.9% | +108.9% | +143.1% |
| 5Y | +137.7% | -65.0% | +202.7% | +132.3% |
| 10Y | +757.6% | +10.3% | +747.3% | +720.7% |
| All | +2,170.1% | -91.6% | +2,261.7% | +1,963.9% |
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