+2.8%
IOVA vs ALK
-45.9%
+48.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | -3.5% | -1.2% | -2.3% | -3.1% |
| 30D | -45.4% | +7.7% | -53.1% | -47.3% |
| 3M | +19.0% | -19.0% | +38.0% | +26.5% |
| 6M | +112.0% | -0.2% | +112.2% | +104.9% |
| YTD | +184.2% | -23.5% | +207.7% | +197.5% |
| 1Y | +222.0% | -9.1% | +231.1% | +213.7% |
| 3Y | +92.6% | +12.0% | +80.5% | +68.5% |
| 5Y | -63.2% | -30.9% | -32.3% | -62.3% |
| All | +2.8% | -45.9% | +48.7% | +3.9% |
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