-30.0%
IOVA vs ALC
+31.8%
-61.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +5.5% |
| 7D | -5.2% | +4.9% | -10.1% | -9.2% |
| 30D | -37.8% | +19.0% | -56.7% | -46.6% |
| 3M | +29.5% | +7.8% | +21.7% | +19.5% |
| 6M | +96.6% | +14.6% | +82.0% | +71.1% |
| YTD | +194.5% | -4.4% | +199.0% | +193.6% |
| 1Y | +248.1% | +1.4% | +246.7% | +229.5% |
| 3Y | +86.1% | +2.5% | +83.6% | +81.3% |
| 5Y | -67.8% | -10.9% | -56.9% | -66.3% |
| All | -30.0% | +31.8% | -61.8% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling