-20.6%
BA vs IOVA
-67.2%
+46.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | 0.0% | -8.5% | +8.5% | +0.6% |
| 30D | -8.9% | -44.7% | +35.8% | -6.1% |
| 3M | -25.5% | +26.2% | -51.8% | -28.2% |
| 6M | -27.0% | +123.2% | -150.2% | -33.5% |
| YTD | -20.1% | +196.0% | -216.1% | -29.8% |
| 1Y | -11.0% | +240.9% | -251.9% | -23.0% |
| 3Y | -11.8% | +103.5% | -115.4% | -27.8% |
| 5Y | -20.6% | -65.5% | +44.8% | -28.1% |
| All | -20.6% | -67.2% | +46.6% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling