+7.0%
IOVA vs ALK
-39.7%
+46.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -8.5% | +12.9% | -21.4% | -12.5% |
| 30D | -44.7% | +5.5% | -50.3% | -46.3% |
| 3M | +26.2% | -12.1% | +38.4% | +30.2% |
| 6M | +123.2% | +1.7% | +121.5% | +114.3% |
| YTD | +196.0% | -17.4% | +213.4% | +201.3% |
| 1Y | +240.9% | -1.9% | +242.9% | +222.9% |
| 3Y | +103.5% | +21.2% | +82.3% | +73.1% |
| 5Y | -65.5% | -27.8% | -37.7% | -65.3% |
| 10Y | +7.0% | -41.0% | +48.0% | +4.7% |
| All | +7.0% | -39.7% | +46.7% | +4.7% |
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