+59.8%
ILMN vs IOVA
+34.0%
+25.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.4% | +1.9% |
| 7D | -9.7% | -5.2% | -4.5% | -9.0% |
| 30D | -20.4% | -37.8% | +17.4% | -16.2% |
| 3M | +10.0% | +29.5% | -19.4% | +4.4% |
| 6M | +49.5% | +96.6% | -47.1% | +30.6% |
| YTD | +62.5% | +194.5% | -132.0% | +31.1% |
| 1Y | +76.0% | +248.1% | -172.1% | +37.8% |
| 3Y | +94.2% | +86.1% | +8.1% | +46.1% |
| 5Y | -46.3% | -67.8% | +21.5% | -52.8% |
| All | +59.8% | +34.0% | +25.8% | +9.9% |
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 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