+51.6%
IOVA vs EXEL
+164.9%
-113.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +9.7% | +8.4% | +1.4% | +7.0% |
| 30D | +102.5% | +4.1% | +98.5% | +98.1% |
| 3M | +100.7% | +12.4% | +88.3% | +91.3% |
| 6M | +106.3% | +41.5% | +64.8% | +80.4% |
| YTD | +222.0% | +34.6% | +187.3% | +187.3% |
| 1Y | +299.5% | +57.9% | +241.7% | +238.8% |
| All | +51.6% | +164.9% | -113.3% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling