+16.7%
IOVA vs ALM
+2,221.4%
-2,204.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.1% | -6.4% | +1.1% |
| 7D | +1.9% | +0.7% | +1.1% | +1.9% |
| 30D | -44.1% | -26.1% | -18.0% | -43.1% |
| 3M | +28.9% | -38.1% | +67.0% | +32.4% |
| 6M | +125.7% | -55.4% | +181.1% | +134.9% |
| YTD | +199.3% | -0.4% | +199.7% | +198.4% |
| 1Y | +255.2% | +25.4% | +229.9% | +250.3% |
| 3Y | +106.8% | +907.8% | -800.9% | +82.3% |
| 5Y | -67.1% | +440.2% | -507.2% | -70.9% |
| 10Y | +16.7% | +2,031.1% | -2,014.4% | +7.3% |
| All | +16.7% | +2,221.4% | -2,204.7% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling