-65.6%
IOVA vs ALLE
+54.3%
-119.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -7.0% | -0.8% | -6.2% | -6.6% |
| 30D | -44.4% | +27.4% | -71.8% | -51.5% |
| 3M | +24.7% | +13.8% | +10.8% | +15.2% |
| 6M | +118.6% | +45.5% | +73.2% | +74.2% |
| YTD | +196.3% | +21.4% | +174.9% | +157.5% |
| 1Y | +205.3% | +15.4% | +189.9% | +174.6% |
| 3Y | +103.8% | +91.7% | +12.1% | +30.7% |
| 5Y | -65.6% | +54.5% | -120.1% | -78.3% |
| All | -65.6% | +54.3% | -119.8% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling