-63.3%
IOVA vs ALLE
+13.7%
-77.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | +9.7% | -0.2% | +10.0% | +9.8% |
| 30D | +102.5% | -6.8% | +109.3% | +109.7% |
| 3M | +100.7% | +21.0% | +79.7% | +78.3% |
| 6M | +106.3% | +1.1% | +105.2% | +102.5% |
| YTD | +222.0% | -0.5% | +222.5% | +213.9% |
| 1Y | +299.5% | -7.3% | +306.8% | +308.2% |
| 3Y | +42.9% | +42.3% | +0.7% | +9.5% |
| All | -63.3% | +13.7% | -77.1% | -73.0% |
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