+244.7%
IOVA vs ADVB
-74.4%
+319.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.6% |
| 7D | +1.9% | -1.2% | +3.1% | +1.9% |
| 30D | -44.1% | -61.4% | +17.3% | -44.9% |
| 3M | +28.9% | -67.8% | +96.7% | +26.3% |
| 6M | +125.7% | -66.9% | +192.6% | +123.3% |
| YTD | +199.3% | -64.9% | +264.2% | +197.8% |
| All | +244.7% | -74.4% | +319.1% | +289.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling