-72.0%
IOVA vs ALHC
-61.5%
-10.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.9% | +6.8% | +4.4% |
| 7D | -5.2% | +1.0% | -6.2% | -5.3% |
| 30D | -37.8% | -14.2% | -23.6% | -36.2% |
| 3M | +29.5% | -45.1% | +74.6% | +42.3% |
| 6M | +96.6% | -59.5% | +156.1% | +124.8% |
| YTD | +194.5% | -62.8% | +257.3% | +237.7% |
| 1Y | +248.1% | -55.5% | +303.5% | +283.2% |
| 3Y | +86.1% | +25.7% | +60.4% | +39.2% |
| 5Y | -67.8% | -66.8% | -1.1% | -70.5% |
| All | -72.0% | -61.5% | -10.5% | -76.9% |
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