-93.1%
IOVA vs ARWR
+378.7%
-471.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.5% | -1.2% | -4.8% |
| 7D | -1.4% | -17.9% | +16.5% | +2.3% |
| 30D | -47.4% | -18.9% | -28.5% | -45.2% |
| 3M | +13.2% | -46.0% | +59.2% | +27.8% |
| 6M | +114.3% | -40.3% | +154.7% | +135.2% |
| YTD | +179.5% | -29.0% | +208.5% | +194.7% |
| 1Y | +200.4% | +13.8% | +186.6% | +184.1% |
| 3Y | +92.2% | +74.9% | +17.3% | +60.5% |
| 5Y | -63.8% | -36.2% | -27.6% | -65.1% |
| 10Y | +0.4% | +1,028.0% | -1,027.6% | -30.1% |
| All | -93.1% | +378.7% | -471.7% | -92.6% |
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