-92.7%
IOVA vs EXEL
+1,458.1%
-1,550.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -8.5% | -2.4% | -6.1% | -7.9% |
| 30D | -44.7% | +17.9% | -62.6% | -46.5% |
| 3M | +26.2% | +33.3% | -7.0% | +19.2% |
| 6M | +123.2% | +46.6% | +76.7% | +105.6% |
| YTD | +196.0% | +61.0% | +134.9% | +168.3% |
| 1Y | +240.9% | +70.4% | +170.5% | +205.8% |
| 3Y | +103.5% | +236.1% | -132.6% | +57.3% |
| 5Y | -65.5% | +284.8% | -350.3% | -73.8% |
| 10Y | +7.0% | +348.4% | -341.4% | -20.4% |
| All | -92.7% | +1,458.1% | -1,550.7% | -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