+452.9%
BAC vs IOVA
-92.3%
+545.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.9% | -7.0% | +5.2% | -1.7% |
| 30D | -7.2% | -44.4% | +37.3% | -6.3% |
| 3M | -20.4% | +24.7% | -45.1% | -21.1% |
| 6M | +1.3% | +118.6% | -117.4% | -0.9% |
| YTD | -6.4% | +196.3% | -202.7% | -9.3% |
| 1Y | -3.5% | +205.3% | -208.8% | -6.6% |
| 3Y | +96.7% | +103.8% | -7.1% | +88.9% |
| 5Y | +20.6% | -65.6% | +86.2% | +17.7% |
| 10Y | +233.0% | +6.4% | +226.6% | +219.4% |
| All | +452.9% | -92.3% | +545.2% | +429.3% |
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