-1.5%
BAC vs IOVA
+362.8%
-364.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.4% | +4.0% |
| 7D | +1.5% | -41.3% | +42.8% | +1.8% |
| 30D | -4.4% | -38.5% | +34.1% | -4.2% |
| 3M | -17.5% | +99.5% | -117.0% | -18.9% |
| 6M | -0.1% | +126.0% | -126.0% | -2.4% |
| YTD | -4.6% | +218.7% | -223.3% | -7.8% |
| 1Y | -1.5% | +378.0% | -379.5% | -7.5% |
| All | -1.5% | +362.8% | -364.3% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling