-10.6%
BA vs IOVA
+78.3%
-88.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -11.0% | +8.5% | -2.0% |
| 7D | -0.1% | -19.0% | +19.0% | +0.8% |
| 30D | -9.1% | -40.3% | +31.2% | -7.7% |
| 3M | -28.2% | +78.3% | -106.5% | -31.9% |
| 6M | -23.1% | +94.5% | -117.6% | -28.0% |
| YTD | -20.6% | +183.5% | -204.1% | -27.9% |
| 1Y | -12.7% | +327.6% | -340.3% | -23.3% |
| All | -10.6% | +78.3% | -88.9% | -20.8% |
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 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