-92.7%
IOVA vs ARWR
+490.5%
-583.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +3.6% |
| 7D | -5.2% | -2.9% | -2.3% | -4.5% |
| 30D | -37.8% | -5.4% | -32.4% | -37.0% |
| 3M | +29.5% | -32.2% | +61.7% | +40.0% |
| 6M | +96.6% | -26.5% | +123.1% | +107.1% |
| YTD | +194.5% | -12.4% | +206.9% | +198.4% |
| 1Y | +248.1% | +46.9% | +201.2% | +213.6% |
| 3Y | +86.1% | +116.0% | -29.9% | +49.3% |
| 5Y | -67.8% | -28.0% | -39.9% | -69.9% |
| 10Y | +38.6% | +923.9% | -885.3% | -6.5% |
| All | -92.7% | +490.5% | -583.1% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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