+35.1%
IOVA vs ALLY
+98.6%
-63.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.6% |
| 7D | -7.0% | -2.8% | -4.2% | -5.9% |
| 30D | -44.4% | +1.9% | -46.3% | -45.2% |
| 3M | +24.7% | -12.1% | +36.8% | +30.4% |
| 6M | +118.6% | -9.0% | +127.7% | +124.0% |
| YTD | +196.3% | -12.9% | +209.3% | +207.3% |
| 1Y | +205.3% | -0.1% | +205.4% | +197.7% |
| 3Y | +103.8% | +64.6% | +39.2% | +62.0% |
| 5Y | -65.6% | -10.1% | -55.5% | -67.0% |
| 10Y | +6.4% | +176.7% | -170.2% | -39.6% |
| All | +35.1% | +98.6% | -63.5% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling