+265.5%
IOVA vs ALHC
-14.5%
+280.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | +5.1% | -1.0% | +6.0% | +5.1% |
| 30D | +37.2% | -6.3% | +43.6% | +37.7% |
| 3M | +117.5% | -12.3% | +129.8% | +123.7% |
| 6M | +69.6% | -27.0% | +96.6% | +72.4% |
| YTD | +218.7% | -31.8% | +250.5% | +222.4% |
| 1Y | +265.5% | -17.0% | +282.6% | +259.3% |
| All | +265.5% | -14.5% | +280.1% | +259.3% |
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