+137.8%
LLY vs IOVA
+95.6%
+42.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.7% | +5.0% | -0.4% |
| 7D | +4.6% | -1.4% | +6.0% | +4.6% |
| 30D | +22.4% | -47.4% | +69.7% | +25.3% |
| 3M | +17.1% | +13.2% | +3.9% | +13.9% |
| 6M | +44.6% | +114.3% | -69.7% | +34.1% |
| YTD | +33.5% | +179.5% | -146.0% | +20.8% |
| 1Y | +41.1% | +200.4% | -159.3% | +26.9% |
| All | +137.8% | +95.6% | +42.2% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling