-75.1%
LULU vs IOVA
+43.8%
-118.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.5% | +1.9% |
| 7D | -1.6% | -2.2% | +0.5% | -1.5% |
| 30D | -18.1% | +27.6% | -45.7% | -19.3% |
| 3M | -18.8% | +117.2% | -135.9% | -22.8% |
| 6M | -39.2% | +77.7% | -116.9% | -41.9% |
| YTD | -52.4% | +215.0% | -267.4% | -56.0% |
| 1Y | -40.3% | +255.4% | -295.7% | -45.5% |
| 3Y | -75.1% | +42.6% | -117.7% | -77.4% |
| All | -75.1% | +43.8% | -118.9% | -77.4% |
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