-63.8%
IOVA vs ALHC
-65.9%
+2.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.5% | -3.2% | -5.2% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -47.4% | -9.6% | -37.7% | -46.3% |
| 3M | +13.2% | -44.5% | +57.7% | +24.2% |
| 6M | +114.3% | -59.2% | +173.5% | +145.2% |
| YTD | +179.5% | -62.0% | +241.5% | +219.2% |
| 1Y | +200.4% | -54.8% | +255.2% | +229.6% |
| 3Y | +92.2% | +25.0% | +67.2% | +41.1% |
| 5Y | -63.8% | -65.3% | +1.5% | -69.6% |
| All | -63.8% | -65.9% | +2.1% | -69.6% |
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