+7.6%
IOVA vs ALLY
+193.4%
-185.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +9.7% | +3.7% | +6.1% | +8.0% |
| 30D | +102.5% | -2.3% | +104.8% | +103.7% |
| 3M | +100.7% | +3.8% | +96.9% | +95.7% |
| 6M | +106.3% | +9.7% | +96.6% | +95.3% |
| YTD | +222.0% | -1.4% | +223.4% | +219.2% |
| 1Y | +299.5% | +8.2% | +291.3% | +276.9% |
| 3Y | +42.9% | +66.5% | -23.6% | +12.7% |
| 5Y | -65.0% | +1.2% | -66.2% | -68.1% |
| All | +7.6% | +193.4% | -185.8% | -45.9% |
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