+281.3%
BA vs IOVA
-91.6%
+373.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.8% |
| 7D | +1.2% | +9.7% | -8.6% | +0.9% |
| 30D | -11.6% | +102.5% | -114.2% | -13.3% |
| 3M | -2.4% | +100.7% | -103.1% | -4.3% |
| 6M | -6.6% | +106.3% | -113.0% | -8.7% |
| YTD | -2.2% | +222.0% | -224.2% | -5.6% |
| 1Y | -8.0% | +299.5% | -307.6% | -11.8% |
| 3Y | -5.0% | +42.9% | -47.9% | -8.5% |
| 5Y | -2.7% | -65.0% | +62.3% | -5.1% |
| 10Y | +75.9% | +10.3% | +65.6% | +69.4% |
| All | +281.3% | -91.6% | +373.0% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling