+243.9%
LRCX vs IOVA
+99.0%
+145.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.5% |
| 7D | +12.7% | -3.5% | +16.2% | +13.1% |
| 30D | -21.3% | -45.4% | +24.1% | -17.9% |
| 3M | -32.9% | +19.0% | -51.9% | -34.6% |
| 6M | -23.4% | +112.0% | -135.4% | -30.0% |
| YTD | +32.4% | +184.2% | -151.9% | +16.4% |
| 1Y | +48.0% | +222.0% | -174.0% | +28.2% |
| 3Y | +243.9% | +92.6% | +151.4% | +199.7% |
| All | +243.9% | +99.0% | +145.0% | +199.7% |
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