+222.0%
IOVA vs ALLE
+15.3%
+206.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +2.0% |
| 7D | -3.5% | +3.6% | -7.0% | -2.6% |
| 30D | -45.4% | +25.9% | -71.3% | -42.6% |
| 3M | +19.0% | +15.8% | +3.3% | +23.2% |
| 6M | +112.0% | +48.1% | +63.9% | +130.6% |
| YTD | +184.2% | +22.0% | +162.3% | +202.4% |
| 1Y | +222.0% | +18.0% | +204.0% | +245.6% |
| All | +222.0% | +15.3% | +206.7% | +245.6% |
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