+299.5%
IOVA vs ALLE
-5.8%
+305.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +1.1% |
| 7D | +9.7% | -0.2% | +10.0% | +9.7% |
| 30D | +102.5% | -6.8% | +109.3% | +101.3% |
| 3M | +100.7% | +21.0% | +79.7% | +102.6% |
| 6M | +106.3% | +1.1% | +105.2% | +110.5% |
| YTD | +222.0% | -0.5% | +222.5% | +220.7% |
| 1Y | +299.5% | -7.3% | +306.8% | +329.4% |
| All | +299.5% | -5.8% | +305.4% | +329.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling