-92.2%
IOVA vs LUMN
-54.0%
-38.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.7% | +5.3% |
| 7D | -2.2% | +2.5% | -4.7% | -2.6% |
| 30D | +27.6% | +10.3% | +17.3% | +25.4% |
| 3M | +117.2% | -18.3% | +135.4% | +123.3% |
| 6M | +77.7% | +4.4% | +73.3% | +75.2% |
| YTD | +215.0% | -10.7% | +225.7% | +215.0% |
| 1Y | +255.4% | +14.0% | +241.4% | +233.3% |
| 3Y | +42.6% | +406.6% | -363.9% | -17.4% |
| 5Y | -62.2% | -36.8% | -25.4% | -66.5% |
| 10Y | +8.4% | -56.2% | +64.6% | -5.3% |
| All | -92.2% | -54.0% | -38.2% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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