-3.4%
BAC vs IOVA
+237.6%
-241.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.3% |
| 7D | +2.0% | +1.9% | +0.1% | +2.0% |
| 30D | -6.9% | -44.1% | +37.2% | -6.8% |
| 3M | -19.6% | +28.9% | -48.4% | -20.0% |
| 6M | -0.5% | +125.7% | -126.2% | -2.4% |
| YTD | -6.6% | +199.3% | -205.9% | -8.6% |
| All | -3.4% | +237.6% | -241.0% | -6.0% |
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