+86.1%
IOVA vs ABCL
+156.0%
-69.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.7% | -2.9% | +0.9% |
| 7D | -5.2% | -3.2% | -2.0% | -3.6% |
| 30D | -37.8% | -7.4% | -30.4% | -34.9% |
| 3M | +29.5% | +81.9% | -52.5% | -0.9% |
| 6M | +96.6% | +135.7% | -39.1% | +31.6% |
| YTD | +194.5% | +247.4% | -52.9% | +62.4% |
| 1Y | +248.1% | +162.3% | +85.8% | +114.9% |
| 3Y | +86.1% | +165.5% | -79.4% | -1.3% |
| All | +86.1% | +156.0% | -69.9% | -1.3% |
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