+265.5%
IOVA vs ALC
-12.7%
+278.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.1% |
| 7D | +5.1% | -3.7% | +8.7% | +7.0% |
| 30D | +37.2% | -3.7% | +41.0% | +39.3% |
| 3M | +117.5% | +4.6% | +112.9% | +108.2% |
| 6M | +69.6% | -14.6% | +84.2% | +89.2% |
| YTD | +218.7% | -11.9% | +230.5% | +247.1% |
| 1Y | +265.5% | -13.1% | +278.7% | +310.3% |
| All | +265.5% | -12.7% | +278.3% | +310.3% |
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