+76.6%
ILMN vs IOVA
+233.9%
-157.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | -9.8% | -8.5% | -1.3% | -9.2% |
| 30D | -22.7% | -44.7% | +22.0% | -20.8% |
| 3M | +12.1% | +26.2% | -14.2% | +12.3% |
| 6M | +51.5% | +123.2% | -71.7% | +49.4% |
| YTD | +63.9% | +196.0% | -132.1% | +59.9% |
| 1Y | +76.6% | +240.9% | -164.4% | +70.6% |
| All | +76.6% | +233.9% | -157.3% | +70.6% |
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