+2.8%
IOVA vs ALM
+2,100.8%
-2,098.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +1.2% |
| 7D | -3.5% | +1.2% | -4.7% | -3.6% |
| 30D | -45.4% | -19.3% | -26.1% | -44.6% |
| 3M | +19.0% | -40.6% | +59.7% | +22.7% |
| 6M | +112.0% | -57.9% | +169.9% | +121.9% |
| YTD | +184.2% | -6.7% | +190.9% | +184.5% |
| 1Y | +222.0% | +20.2% | +201.8% | +218.2% |
| 3Y | +92.6% | +879.4% | -786.9% | +69.3% |
| 5Y | -63.2% | +415.3% | -478.5% | -67.5% |
| All | +2.8% | +2,100.8% | -2,098.0% | -7.4% |
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