-28.9%
IOVA vs ALC
+32.2%
-61.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.4% |
| 7D | +1.9% | +2.1% | -0.2% | -0.2% |
| 30D | -44.1% | +17.2% | -61.3% | -51.5% |
| 3M | +28.9% | +4.6% | +24.2% | +21.8% |
| 6M | +125.7% | +20.1% | +105.6% | +88.6% |
| YTD | +199.3% | -4.2% | +203.5% | +197.7% |
| 1Y | +255.2% | +2.1% | +253.1% | +234.4% |
| 3Y | +106.8% | +4.5% | +102.4% | +98.7% |
| 5Y | -67.1% | -12.3% | -54.7% | -65.1% |
| All | -28.9% | +32.2% | -61.1% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling