+378.0%
IOVA vs ABCL
+138.2%
+239.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | -41.3% | -10.0% | -31.3% | -38.0% |
| 30D | -38.5% | -10.9% | -27.6% | -35.0% |
| 3M | +99.5% | +101.6% | -2.1% | +54.0% |
| 6M | +126.0% | +167.5% | -41.6% | +53.9% |
| YTD | +218.7% | +259.1% | -40.4% | +90.5% |
| 1Y | +378.0% | +152.2% | +225.9% | +227.7% |
| All | +378.0% | +138.2% | +239.8% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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