-45.5%
ILMN vs IOVA
-67.9%
+22.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.4% | +2.0% |
| 7D | -9.7% | -5.2% | -4.5% | -9.0% |
| 30D | -20.4% | -37.8% | +17.4% | -16.5% |
| 3M | +10.0% | +29.5% | -19.4% | +4.9% |
| 6M | +49.5% | +96.6% | -47.1% | +32.1% |
| YTD | +62.5% | +194.5% | -132.0% | +33.0% |
| 1Y | +76.0% | +248.1% | -172.1% | +39.9% |
| 3Y | +94.2% | +86.1% | +8.1% | +47.4% |
| All | -45.5% | -67.9% | +22.4% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling