+240.9%
IOVA vs ALLY
-1.7%
+242.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -8.5% | -0.7% | -7.8% | -8.4% |
| 30D | -44.7% | +1.1% | -45.9% | -44.9% |
| 3M | +26.2% | -13.2% | +39.4% | +29.6% |
| 6M | +123.2% | -13.5% | +136.7% | +125.5% |
| YTD | +196.0% | -14.3% | +210.3% | +202.8% |
| 1Y | +240.9% | -1.1% | +242.1% | +209.4% |
| All | +240.9% | -1.7% | +242.7% | +209.4% |
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 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