+30.7%
IOVA vs ALK
-41.7%
+72.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.7% |
| 7D | -5.2% | +9.0% | -14.2% | -8.6% |
| 30D | -37.8% | -1.6% | -36.1% | -38.0% |
| 3M | +29.5% | -23.2% | +52.6% | +40.3% |
| 6M | +96.6% | -3.9% | +100.5% | +92.7% |
| YTD | +194.5% | -22.6% | +217.1% | +207.1% |
| 1Y | +248.1% | -5.3% | +253.4% | +233.3% |
| 3Y | +86.1% | +18.6% | +67.5% | +59.5% |
| 5Y | -67.8% | -34.4% | -33.5% | -66.6% |
| All | +30.7% | -41.7% | +72.4% | +26.1% |
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