-60.4%
IOVA vs ALC
-9.1%
-51.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | -0.8% |
| 7D | -3.5% | -1.1% | -2.4% | -2.7% |
| 30D | -45.4% | +16.0% | -61.4% | -52.7% |
| 3M | +19.0% | +0.8% | +18.2% | +15.8% |
| 6M | +112.0% | +16.8% | +95.2% | +78.8% |
| YTD | +184.2% | -5.5% | +189.7% | +186.2% |
| 1Y | +222.0% | -5.3% | +227.2% | +222.3% |
| 3Y | +92.6% | +4.1% | +88.5% | +84.2% |
| All | -60.4% | -9.1% | -51.3% | -57.2% |
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