+391.8%
BAC vs IOVA
+6.6%
+385.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.4% |
| 7D | +1.2% | +5.1% | -3.9% | +0.8% |
| 30D | -0.7% | +37.2% | -38.0% | -3.2% |
| 3M | +16.9% | +117.5% | -100.6% | +9.0% |
| 6M | +29.6% | +69.6% | -40.0% | +22.3% |
| YTD | +15.3% | +218.7% | -203.4% | +2.7% |
| 1Y | +28.8% | +265.5% | -236.7% | +12.7% |
| 3Y | +136.4% | +46.2% | +90.2% | +104.4% |
| 5Y | +72.9% | -63.2% | +136.2% | +59.6% |
| 10Y | +391.8% | +6.1% | +385.7% | +290.2% |
| All | +391.8% | +6.6% | +385.2% | +290.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling