+31.2%
IOVA vs ALLE
+260.9%
-229.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +110.2% |
| 3M | +100.7% | +21.0% | +79.7% | +77.4% |
| 6M | +106.3% | +1.1% | +105.2% | +101.0% |
| YTD | +222.0% | -0.5% | +222.5% | +212.5% |
| 1Y | +299.5% | -7.3% | +306.8% | +304.7% |
| 3Y | +42.9% | +42.3% | +0.7% | +11.9% |
| 5Y | -65.0% | +13.5% | -78.4% | -70.0% |
| 10Y | +10.3% | +144.0% | -133.8% | -44.9% |
| All | +31.2% | +260.9% | -229.7% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling