+46.3%
LLY vs IOVA
+235.7%
-189.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.4% | -7.0% | +8.4% | +1.5% |
| 30D | +21.5% | -44.4% | +66.0% | +22.6% |
| 3M | +18.5% | +24.7% | -6.2% | +13.8% |
| 6M | +49.1% | +118.6% | -69.5% | +37.4% |
| YTD | +34.4% | +196.3% | -161.9% | +22.6% |
| 1Y | +46.3% | +205.3% | -159.0% | +34.8% |
| All | +46.3% | +235.7% | -189.4% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling