+106.8%
IOVA vs ABCL
+196.9%
-90.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | -0.7% |
| 7D | +1.9% | +12.4% | -10.5% | -3.0% |
| 30D | -44.1% | -0.4% | -43.8% | -43.4% |
| 3M | +28.9% | +80.4% | -51.5% | -0.9% |
| 6M | +125.7% | +138.5% | -12.9% | +50.3% |
| YTD | +199.3% | +265.5% | -66.2% | +61.7% |
| 1Y | +255.2% | +219.7% | +35.5% | +102.9% |
| 3Y | +106.8% | +209.4% | -102.6% | +0.1% |
| All | +106.8% | +196.9% | -90.1% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling