+333.3%
LULU vs IOVA
-92.0%
+425.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -3.3% |
| 7D | -16.9% | -2.2% | -14.7% | -16.9% |
| 30D | -22.0% | +31.7% | -53.7% | -22.7% |
| 3M | -17.8% | +117.3% | -135.1% | -20.2% |
| 6M | -41.3% | +55.8% | -97.1% | -42.5% |
| YTD | -52.0% | +208.8% | -260.8% | -54.1% |
| 1Y | -39.8% | +255.7% | -295.5% | -42.9% |
| 3Y | -74.8% | +41.7% | -116.5% | -76.1% |
| 5Y | -76.3% | -64.9% | -11.4% | -77.0% |
| 10Y | +53.9% | +6.3% | +47.6% | +44.7% |
| All | +333.3% | -92.0% | +425.3% | +300.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling