+2.8%
IOVA vs ALLY
+174.3%
-171.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -3.5% | +0.4% | -3.8% | -3.6% |
| 30D | -45.4% | +5.2% | -50.6% | -46.9% |
| 3M | +19.0% | -13.3% | +32.3% | +25.3% |
| 6M | +112.0% | -6.7% | +118.7% | +115.0% |
| YTD | +184.2% | -12.8% | +197.1% | +194.8% |
| 1Y | +222.0% | +0.7% | +221.3% | +212.9% |
| 3Y | +92.6% | +65.2% | +27.3% | +52.7% |
| 5Y | -63.2% | -10.1% | -53.0% | -64.9% |
| All | +2.8% | +174.3% | -171.5% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling