+360.3%
ILMN vs IOVA
-91.6%
+451.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.6% |
| 7D | +1.2% | +9.7% | -8.5% | +0.9% |
| 30D | +9.2% | +102.5% | -93.4% | +6.4% |
| 3M | +29.8% | +100.7% | -70.8% | +26.3% |
| 6M | +69.2% | +106.3% | -37.1% | +63.8% |
| YTD | +66.4% | +222.0% | -155.6% | +58.3% |
| 1Y | +123.4% | +299.5% | -176.1% | +110.4% |
| 3Y | +33.2% | +42.9% | -9.8% | +26.6% |
| 5Y | -52.0% | -65.0% | +13.0% | -53.5% |
| 10Y | +33.6% | +10.3% | +23.3% | +26.3% |
| All | +360.3% | -91.6% | +451.9% | +327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling