+26.8%
BA vs IOVA
+7.2%
+19.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.7% |
| 7D | -1.4% | -7.0% | +5.6% | -0.8% |
| 30D | -7.9% | -44.4% | +36.5% | -4.1% |
| 3M | -25.2% | +24.7% | -49.8% | -28.5% |
| 6M | -26.7% | +118.6% | -145.4% | -35.0% |
| YTD | -19.6% | +196.3% | -215.9% | -32.0% |
| 1Y | -10.6% | +205.3% | -215.9% | -24.9% |
| 3Y | -11.2% | +103.8% | -115.0% | -30.7% |
| 5Y | -20.4% | -65.6% | +45.1% | -29.1% |
| 10Y | +26.8% | +6.4% | +20.3% | +1.8% |
| All | +26.8% | +7.2% | +19.6% | +1.8% |
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