-63.3%
IOVA vs ALHC
-33.5%
-29.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +9.7% | -0.6% | +10.3% | +9.8% |
| 30D | +102.5% | -1.0% | +103.6% | +102.2% |
| 3M | +100.7% | -10.2% | +110.8% | +101.1% |
| 6M | +106.3% | -28.3% | +134.6% | +114.0% |
| YTD | +222.0% | -31.4% | +253.4% | +234.4% |
| 1Y | +299.5% | -16.9% | +316.5% | +295.8% |
| 3Y | +42.9% | +135.5% | -92.6% | -6.4% |
| All | -63.3% | -33.5% | -29.8% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling