-92.0%
IOVA vs EXEL
+1,202.6%
-1,294.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +9.7% | +8.4% | +1.4% | +8.0% |
| 30D | +102.5% | +4.1% | +98.5% | +99.8% |
| 3M | +100.7% | +12.4% | +88.3% | +95.2% |
| 6M | +106.3% | +41.5% | +64.8% | +91.4% |
| YTD | +222.0% | +34.6% | +187.3% | +202.5% |
| 1Y | +299.5% | +57.9% | +241.7% | +262.5% |
| 3Y | +42.9% | +159.5% | -116.6% | +15.9% |
| 5Y | -65.0% | +198.5% | -263.5% | -72.2% |
| 10Y | +10.3% | +411.4% | -401.1% | -16.7% |
| All | -92.0% | +1,202.6% | -1,294.7% | -94.5% |
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