+244.7%
IOVA vs ALLY
+0.5%
+244.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | -44.1% | +3.4% | -47.6% | -44.3% |
| 3M | +28.9% | -11.1% | +39.9% | +32.0% |
| 6M | +125.7% | -11.5% | +137.2% | +127.6% |
| YTD | +199.3% | -12.3% | +211.6% | +205.7% |
| All | +244.7% | +0.5% | +244.2% | +212.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling