+16.7%
IOVA vs ALK
-37.5%
+54.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.1% | -5.5% | -0.9% |
| 7D | +1.9% | +8.9% | -7.0% | -1.5% |
| 30D | -44.1% | +5.9% | -50.1% | -45.8% |
| 3M | +28.9% | -16.5% | +45.4% | +35.4% |
| 6M | +125.7% | +2.1% | +123.6% | +116.4% |
| YTD | +199.3% | -17.1% | +216.4% | +204.2% |
| 1Y | +255.2% | -2.9% | +258.1% | +237.6% |
| 3Y | +106.8% | +24.5% | +82.4% | +74.2% |
| 5Y | -67.1% | -29.1% | -38.0% | -66.8% |
| 10Y | +16.7% | -39.1% | +55.8% | +9.1% |
| All | +16.7% | -37.5% | +54.2% | +9.1% |
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