+2,024.1%
LLY vs IOVA
+12.2%
+2,011.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +1.6% | -8.5% | +10.1% | +2.1% |
| 30D | +21.5% | -44.7% | +66.2% | +24.3% |
| 3M | +16.4% | +26.2% | -9.8% | +13.2% |
| 6M | +51.5% | +123.2% | -71.7% | +41.5% |
| YTD | +33.9% | +196.0% | -162.1% | +22.2% |
| 1Y | +49.1% | +240.9% | -191.8% | +34.7% |
| 3Y | +144.6% | +103.5% | +41.1% | +115.4% |
| 5Y | +466.3% | -65.5% | +531.8% | +427.6% |
| 10Y | +2,024.1% | +7.0% | +2,017.1% | +1,724.0% |
| All | +2,024.1% | +12.2% | +2,011.9% | +1,724.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling