+7.0%
IOVA vs EXEL
+363.4%
-356.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.4% |
| 7D | -8.5% | -2.4% | -6.1% | -7.3% |
| 30D | -44.7% | +17.9% | -62.6% | -48.6% |
| 3M | +26.2% | +33.3% | -7.0% | +11.4% |
| 6M | +123.2% | +46.6% | +76.7% | +86.2% |
| YTD | +196.0% | +61.0% | +134.9% | +137.7% |
| 1Y | +240.9% | +70.4% | +170.5% | +167.3% |
| 3Y | +103.5% | +236.1% | -132.6% | +10.3% |
| 5Y | -65.5% | +284.8% | -350.3% | -82.4% |
| 10Y | +7.0% | +348.4% | -341.4% | -54.1% |
| All | +7.0% | +363.4% | -356.4% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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