-22.1%
BA vs IOVA
-67.9%
+45.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.3% |
| 7D | +1.1% | -5.2% | +6.3% | +1.3% |
| 30D | -7.9% | -37.8% | +29.8% | -5.9% |
| 3M | -25.3% | +29.5% | -54.8% | -28.2% |
| 6M | -24.6% | +96.6% | -121.2% | -30.7% |
| YTD | -20.1% | +194.5% | -214.6% | -29.8% |
| 1Y | -11.8% | +248.1% | -259.8% | -23.8% |
| 3Y | -10.1% | +86.1% | -96.2% | -25.8% |
| All | -22.1% | -67.9% | +45.8% | -28.9% |
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