+117.9%
IOVA vs ADVB
-97.4%
+215.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.5% |
| 7D | +1.9% | -1.2% | +3.1% | +1.9% |
| 30D | -44.1% | -61.4% | +17.3% | -43.2% |
| 3M | +28.9% | -67.8% | +96.7% | +30.6% |
| 6M | +125.7% | -66.9% | +192.6% | +122.8% |
| YTD | +199.3% | -64.9% | +264.2% | +188.2% |
| 1Y | +255.2% | -74.8% | +330.0% | +254.0% |
| All | +117.9% | -97.4% | +215.3% | +213.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling