+244.7%
IOVA vs ALLE
+15.5%
+229.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +2.3% |
| 7D | +1.9% | -0.6% | +2.5% | +1.7% |
| 30D | -44.1% | +26.6% | -70.7% | -41.5% |
| 3M | +28.9% | +13.2% | +15.7% | +32.4% |
| 6M | +125.7% | +42.9% | +82.8% | +141.9% |
| YTD | +199.3% | +21.0% | +178.2% | +213.4% |
| All | +244.7% | +15.5% | +229.3% | +276.1% |
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 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