-65.6%
IOVA vs ALLY
-8.7%
-56.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.7% |
| 7D | -7.0% | -2.8% | -4.2% | -5.6% |
| 30D | -44.4% | +1.9% | -46.3% | -45.4% |
| 3M | +24.7% | -12.1% | +36.8% | +31.7% |
| 6M | +118.6% | -9.0% | +127.7% | +124.9% |
| YTD | +196.3% | -12.9% | +209.3% | +209.4% |
| 1Y | +205.3% | -0.1% | +205.4% | +194.3% |
| 3Y | +103.8% | +64.6% | +39.2% | +51.2% |
| 5Y | -65.6% | -10.1% | -55.5% | -66.3% |
| All | -65.6% | -8.7% | -56.9% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling