+70.5%
ILMN vs IOVA
+28.7%
+41.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.4% |
| 7D | -2.6% | +1.9% | -4.4% | -2.8% |
| 30D | -20.6% | -44.1% | +23.5% | -15.2% |
| 3M | +17.5% | +28.9% | -11.4% | +11.5% |
| 6M | +55.6% | +125.7% | -70.1% | +33.4% |
| YTD | +68.3% | +199.3% | -130.9% | +35.3% |
| 1Y | +81.1% | +255.2% | -174.1% | +41.2% |
| 3Y | +112.2% | +106.8% | +5.3% | +56.8% |
| 5Y | -42.6% | -67.1% | +24.5% | -49.7% |
| 10Y | +70.5% | +16.7% | +53.8% | +15.3% |
| All | +70.5% | +28.7% | +41.8% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling