+482.6%
LLY vs IOVA
-63.3%
+545.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.1% |
| 7D | +6.6% | -3.5% | +10.1% | +6.8% |
| 30D | +19.4% | -45.4% | +64.8% | +21.7% |
| 3M | +19.6% | +19.0% | +0.5% | +16.8% |
| 6M | +42.6% | +112.0% | -69.5% | +34.5% |
| YTD | +35.0% | +184.2% | -149.3% | +24.8% |
| 1Y | +42.0% | +222.0% | -180.0% | +30.4% |
| 3Y | +140.5% | +92.6% | +47.9% | +117.7% |
| All | +482.6% | -63.3% | +545.9% | +434.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling