+217.4%
IBM vs IOVA
-92.3%
+309.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.7% | -0.9% |
| 7D | -5.0% | -5.2% | +0.2% | -4.9% |
| 30D | +11.1% | -37.8% | +48.9% | +11.5% |
| 3M | +5.7% | +29.5% | -23.8% | +5.2% |
| 6M | +10.1% | +96.6% | -86.5% | +8.9% |
| YTD | -15.6% | +194.5% | -210.1% | -17.0% |
| 1Y | -19.5% | +248.1% | -267.6% | -21.0% |
| 3Y | +80.4% | +86.1% | -5.7% | +76.7% |
| 5Y | +140.0% | -67.8% | +207.8% | +136.7% |
| 10Y | +155.0% | +38.6% | +116.3% | +150.0% |
| All | +217.4% | -92.3% | +309.8% | +215.3% |
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 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