+71.4%
BAC vs IOVA
-64.9%
+136.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | +1.1% | +9.7% | -8.6% | +0.6% |
| 30D | -0.4% | +102.5% | -102.9% | -4.6% |
| 3M | +16.9% | +100.7% | -83.8% | +11.6% |
| 6M | +26.6% | +106.3% | -79.7% | +20.0% |
| YTD | +15.8% | +222.0% | -206.2% | +6.4% |
| 1Y | +27.2% | +299.5% | -272.4% | +14.6% |
| 3Y | +132.4% | +42.9% | +89.5% | +108.5% |
| All | +71.4% | -64.9% | +136.3% | +62.4% |
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