-92.7%
IOVA vs EXEL
+1,435.8%
-1,528.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.6% |
| 7D | -5.2% | +0.3% | -5.4% | -5.1% |
| 30D | -37.8% | +19.0% | -56.8% | -39.9% |
| 3M | +29.5% | +33.3% | -3.8% | +22.2% |
| 6M | +96.6% | +42.9% | +53.7% | +82.3% |
| YTD | +194.5% | +58.7% | +135.8% | +167.8% |
| 1Y | +248.1% | +70.5% | +177.5% | +212.3% |
| 3Y | +86.1% | +233.8% | -147.7% | +44.0% |
| 5Y | -67.8% | +259.3% | -327.2% | -75.4% |
| 10Y | +38.6% | +484.1% | -445.5% | +1.7% |
| All | -92.7% | +1,435.8% | -1,528.5% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling