+34.2%
IOVA vs ALLY
+98.1%
-63.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +4.6% |
| 7D | -5.2% | +0.9% | -6.1% | -5.7% |
| 30D | -37.8% | +3.1% | -40.9% | -38.9% |
| 3M | +29.5% | -12.6% | +42.0% | +35.7% |
| 6M | +96.6% | -12.4% | +109.0% | +104.9% |
| YTD | +194.5% | -13.2% | +207.7% | +205.8% |
| 1Y | +248.1% | +1.8% | +246.2% | +236.7% |
| 3Y | +86.1% | +58.0% | +28.1% | +50.4% |
| 5Y | -67.8% | -8.4% | -59.4% | -69.4% |
| 10Y | +38.6% | +195.3% | -156.6% | -23.2% |
| All | +34.2% | +98.1% | -63.8% | -19.3% |
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 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