-63.3%
IOVA vs ALC
-16.0%
-47.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +2.9% |
| 7D | +9.7% | -2.1% | +11.8% | +11.6% |
| 30D | +102.5% | -0.1% | +102.6% | +100.9% |
| 3M | +100.7% | +5.9% | +94.8% | +88.1% |
| 6M | +106.3% | -15.9% | +122.3% | +134.7% |
| YTD | +222.0% | -10.1% | +232.1% | +244.0% |
| 1Y | +299.5% | -10.2% | +309.8% | +328.0% |
| 3Y | +42.9% | -13.6% | +56.5% | +60.7% |
| All | -63.3% | -16.0% | -47.4% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling