-72.9%
IOVA vs ALHC
-61.4%
-11.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.0% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | -45.4% | -10.6% | -34.8% | -44.2% |
| 3M | +19.0% | -45.3% | +64.3% | +30.9% |
| 6M | +112.0% | -59.7% | +171.7% | +143.1% |
| YTD | +184.2% | -62.7% | +247.0% | +225.7% |
| 1Y | +222.0% | -56.1% | +278.1% | +255.6% |
| 3Y | +92.6% | +21.3% | +71.3% | +45.6% |
| 5Y | -63.2% | -66.0% | +2.8% | -66.4% |
| All | -72.9% | -61.4% | -11.6% | -77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling