+378.0%
IOVA vs ALHC
-51.4%
+429.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.1% | -11.6% | -1.9% |
| 7D | -41.3% | -0.5% | -40.8% | -41.3% |
| 30D | -38.5% | -4.2% | -34.3% | -38.6% |
| 3M | +99.5% | -39.8% | +139.3% | +101.8% |
| 6M | +126.0% | -57.7% | +183.7% | +134.1% |
| YTD | +218.7% | -58.8% | +277.5% | +235.4% |
| 1Y | +378.0% | -52.4% | +430.4% | +423.4% |
| All | +378.0% | -51.4% | +429.5% | +423.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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