+378.0%
IOVA vs ALC
+4.2%
+373.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.8% | -8.3% | -3.1% |
| 7D | -41.3% | +10.7% | -52.0% | -43.2% |
| 30D | -38.5% | +20.2% | -58.7% | -42.6% |
| 3M | +99.5% | +8.9% | +90.6% | +92.4% |
| 6M | +126.0% | +5.7% | +120.2% | +117.4% |
| YTD | +218.7% | -1.4% | +220.1% | +233.3% |
| 1Y | +378.0% | +4.7% | +373.3% | +374.6% |
| All | +378.0% | +4.2% | +373.8% | +374.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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