+7.6%
IOVA vs ALK
-35.2%
+42.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.5% |
| 7D | +9.7% | -0.7% | +10.4% | +10.0% |
| 30D | +102.5% | -19.2% | +121.8% | +117.3% |
| 3M | +100.7% | -1.5% | +102.2% | +97.4% |
| 6M | +106.3% | -13.1% | +119.4% | +110.8% |
| YTD | +222.0% | -16.4% | +238.4% | +230.0% |
| 1Y | +299.5% | -33.1% | +332.6% | +343.4% |
| 3Y | +42.9% | +0.6% | +42.3% | +31.2% |
| 5Y | -65.0% | -26.4% | -38.6% | -64.7% |
| All | +7.6% | -35.2% | +42.8% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling