+106.8%
IOVA vs ALLE
+93.1%
+13.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.6% |
| 7D | +1.9% | -0.6% | +2.5% | +2.2% |
| 30D | -44.1% | +26.6% | -70.7% | -50.1% |
| 3M | +28.9% | +13.2% | +15.7% | +21.1% |
| 6M | +125.7% | +42.9% | +82.8% | +85.8% |
| YTD | +199.3% | +21.0% | +178.2% | +166.2% |
| 1Y | +255.2% | +15.2% | +240.1% | +229.8% |
| 3Y | +106.8% | +95.6% | +11.2% | +16.2% |
| All | +106.8% | +93.1% | +13.7% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling