-67.9%
IOVA vs ALM
+396.4%
-464.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.1% | +1.7% | +3.7% |
| 7D | -5.2% | -6.7% | +1.5% | -4.5% |
| 30D | -37.8% | -32.9% | -4.9% | -35.5% |
| 3M | +29.5% | -39.5% | +69.0% | +35.1% |
| 6M | +96.6% | -62.0% | +158.6% | +111.1% |
| YTD | +194.5% | -7.8% | +202.3% | +196.2% |
| 1Y | +248.1% | +26.7% | +221.4% | +243.6% |
| 3Y | +86.1% | +825.4% | -739.2% | +58.1% |
| All | -67.9% | +396.4% | -464.3% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling