-67.9%
IOVA vs ALLY
-9.5%
-58.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +4.8% |
| 7D | -5.2% | +0.9% | -6.1% | -5.9% |
| 30D | -37.8% | +3.1% | -40.9% | -39.2% |
| 3M | +29.5% | -12.6% | +42.0% | +37.2% |
| 6M | +96.6% | -12.4% | +109.0% | +106.6% |
| YTD | +194.5% | -13.2% | +207.7% | +207.9% |
| 1Y | +248.1% | +1.8% | +246.2% | +231.9% |
| 3Y | +86.1% | +58.0% | +28.1% | +40.8% |
| All | -67.9% | -9.5% | -58.4% | -69.1% |
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