+134.4%
IOVA vs ADVB
-88.3%
+222.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +9.7% | -3.8% | +13.5% | +9.8% |
| 30D | +102.5% | +17.6% | +85.0% | +101.5% |
| 3M | +100.7% | +119.1% | -18.4% | +89.6% |
| 6M | +106.3% | +103.4% | +3.0% | +90.5% |
| YTD | +222.0% | +59.8% | +162.1% | +203.2% |
| 1Y | +299.5% | +8.5% | +291.0% | +283.7% |
| All | +134.4% | -88.3% | +222.7% | +229.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling