+265.5%
IOVA vs ALM
+347.8%
-82.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.8% | -2.8% |
| 7D | +5.1% | +8.4% | -3.3% | +3.2% |
| 30D | +37.2% | +34.8% | +2.4% | +29.1% |
| 3M | +117.5% | +16.2% | +101.3% | +106.7% |
| 6M | +69.6% | +2.1% | +67.5% | +62.1% |
| YTD | +218.7% | +117.0% | +101.7% | +158.8% |
| 1Y | +265.5% | +313.9% | -48.3% | +176.6% |
| All | +265.5% | +347.8% | -82.2% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling