+115.7%
IOVA vs ADVB
-97.1%
+212.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.0% | -9.8% | -0.2% |
| 7D | -7.0% | +10.5% | -17.5% | -7.3% |
| 30D | -44.4% | -56.0% | +11.6% | -43.8% |
| 3M | +24.7% | -70.1% | +94.8% | +26.4% |
| 6M | +118.6% | -53.7% | +172.3% | +112.0% |
| YTD | +196.3% | -60.3% | +256.6% | +184.2% |
| 1Y | +205.3% | -73.1% | +278.4% | +204.7% |
| All | +115.7% | -97.1% | +212.8% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling