-60.4%
IOVA vs ALLE
+51.6%
-112.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | -3.5% | +3.6% | -7.0% | -5.0% |
| 30D | -45.4% | +25.9% | -71.3% | -52.1% |
| 3M | +19.0% | +15.8% | +3.3% | +9.0% |
| 6M | +112.0% | +48.1% | +63.9% | +66.9% |
| YTD | +184.2% | +22.0% | +162.3% | +146.1% |
| 1Y | +222.0% | +18.0% | +204.0% | +184.9% |
| 3Y | +92.6% | +93.1% | -0.5% | +22.4% |
| All | -60.4% | +51.6% | -112.0% | -74.5% |
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