+7.0%
IOVA vs ALLE
+217.2%
-210.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -8.5% | +0.1% | -8.6% | -8.4% |
| 30D | -44.7% | +25.9% | -70.7% | -51.9% |
| 3M | +26.2% | +14.9% | +11.4% | +15.2% |
| 6M | +123.2% | +42.1% | +81.1% | +78.6% |
| YTD | +196.0% | +20.4% | +175.6% | +155.6% |
| 1Y | +240.9% | +14.9% | +226.1% | +202.8% |
| 3Y | +103.5% | +90.1% | +13.4% | +34.1% |
| 5Y | -65.5% | +53.0% | -118.4% | -75.2% |
| 10Y | +7.0% | +208.8% | -201.8% | -54.1% |
| All | +7.0% | +217.2% | -210.2% | -54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling