+16.7%
IOVA vs ALLY
+201.0%
-184.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | +1.9% | -0.2% | +2.1% | +1.8% |
| 30D | -44.1% | +3.4% | -47.6% | -45.2% |
| 3M | +28.9% | -11.1% | +39.9% | +34.2% |
| 6M | +125.7% | -11.5% | +137.2% | +134.0% |
| YTD | +199.3% | -12.3% | +211.6% | +209.6% |
| 1Y | +255.2% | +1.1% | +254.1% | +244.5% |
| 3Y | +106.8% | +64.8% | +42.0% | +63.9% |
| 5Y | -67.1% | -6.9% | -60.2% | -69.0% |
| 10Y | +16.7% | +194.9% | -178.2% | -40.7% |
| All | +16.7% | +201.0% | -184.3% | -40.7% |
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