+123.4%
ILMN vs IOVA
+299.5%
-176.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.6% |
| 7D | +1.2% | +9.7% | -8.5% | +0.9% |
| 30D | +9.2% | +102.5% | -93.4% | +6.7% |
| 3M | +29.8% | +100.7% | -70.8% | +26.8% |
| 6M | +69.2% | +106.3% | -37.1% | +64.1% |
| YTD | +66.4% | +222.0% | -155.6% | +55.3% |
| 1Y | +123.4% | +299.5% | -176.1% | +107.6% |
| All | +123.4% | +299.5% | -176.1% | +107.6% |
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