+240.9%
IOVA vs ALHC
-52.7%
+293.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.5% |
| 7D | -8.5% | +3.8% | -12.3% | -8.6% |
| 30D | -44.7% | +1.7% | -46.4% | -44.6% |
| 3M | +26.2% | -44.3% | +70.6% | +29.7% |
| 6M | +123.2% | -57.2% | +180.4% | +136.3% |
| YTD | +196.0% | -61.2% | +257.1% | +203.2% |
| 1Y | +240.9% | -53.2% | +294.1% | +214.8% |
| All | +240.9% | -52.7% | +293.6% | +214.8% |
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