+584.0%
BAC vs IOVA
-91.6%
+675.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | +1.1% | +9.7% | -8.6% | +0.9% |
| 30D | -0.4% | +102.5% | -102.9% | -1.9% |
| 3M | +16.9% | +100.7% | -83.8% | +15.0% |
| 6M | +26.6% | +106.3% | -79.7% | +24.2% |
| YTD | +15.8% | +222.0% | -206.2% | +12.5% |
| 1Y | +27.2% | +299.5% | -272.4% | +22.8% |
| 3Y | +132.4% | +42.9% | +89.5% | +125.0% |
| 5Y | +72.6% | -65.0% | +137.6% | +68.9% |
| 10Y | +389.7% | +10.3% | +379.4% | +370.6% |
| All | +584.0% | -91.6% | +675.6% | +556.0% |
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 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