+23.4%
BA vs IOVA
-0.9%
+24.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.7% | +4.0% | -1.2% |
| 7D | -0.6% | -1.4% | +0.9% | -0.4% |
| 30D | -8.0% | -47.4% | +39.4% | -3.7% |
| 3M | -25.8% | +13.2% | -39.0% | -28.5% |
| 6M | -27.6% | +114.3% | -141.9% | -35.6% |
| YTD | -21.0% | +179.5% | -200.5% | -32.8% |
| 1Y | -12.3% | +200.4% | -212.6% | -26.2% |
| 3Y | -12.8% | +92.2% | -105.0% | -31.6% |
| 5Y | -22.4% | -63.8% | +41.4% | -31.4% |
| All | +23.4% | -0.9% | +24.3% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling