-43.8%
ILMN vs IOVA
-66.8%
+23.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.7% | +4.1% | -0.9% |
| 7D | +0.7% | -1.4% | +2.2% | +0.9% |
| 30D | -22.7% | -47.4% | +24.7% | -17.3% |
| 3M | +8.6% | +13.2% | -4.6% | +5.3% |
| 6M | +43.8% | +114.3% | -70.5% | +25.7% |
| YTD | +59.8% | +179.5% | -119.7% | +31.7% |
| 1Y | +71.8% | +200.4% | -128.6% | +39.5% |
| 3Y | +119.0% | +92.2% | +26.8% | +65.2% |
| 5Y | -43.8% | -63.8% | +20.0% | -49.6% |
| All | -43.8% | -66.8% | +23.0% | -49.6% |
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 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