-69.3%
IOVA vs ALHC
-28.9%
-40.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +9.7% | -0.6% | +10.3% | +9.9% |
| 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% | +234.5% |
| 1Y | +299.5% | -16.9% | +316.5% | +295.8% |
| 3Y | +42.9% | +135.5% | -92.6% | -5.4% |
| 5Y | -65.0% | -33.6% | -31.4% | -71.4% |
| All | -69.3% | -28.9% | -40.4% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling