-67.9%
IOVA vs ALLE
+49.9%
-117.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.3% |
| 7D | -5.2% | -0.6% | -4.6% | -5.0% |
| 30D | -37.8% | +25.3% | -63.1% | -45.3% |
| 3M | +29.5% | +10.3% | +19.2% | +21.4% |
| 6M | +96.6% | +38.0% | +58.5% | +60.7% |
| YTD | +194.5% | +17.8% | +176.7% | +159.5% |
| 1Y | +248.1% | +13.6% | +234.5% | +214.2% |
| 3Y | +86.1% | +89.2% | -3.1% | +19.9% |
| All | -67.9% | +49.9% | -117.8% | -79.5% |
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