-2.5%
IBM vs IOVA
+299.5%
-302.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | 0.0% |
| 7D | -0.3% | +9.7% | -10.0% | -0.6% |
| 30D | +0.3% | +102.5% | -102.3% | -2.5% |
| 3M | -21.6% | +100.7% | -122.3% | -24.1% |
| 6M | -4.7% | +106.3% | -111.0% | -8.5% |
| YTD | -19.1% | +222.0% | -241.1% | -25.3% |
| 1Y | -2.5% | +299.5% | -302.0% | -11.3% |
| All | -2.5% | +299.5% | -302.0% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling