-33.9%
BAX vs IOVA
+28.7%
-62.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.3% |
| 7D | +9.0% | +1.9% | +7.2% | +8.9% |
| 30D | +8.5% | -44.1% | +52.6% | +12.0% |
| 3M | -4.1% | +28.9% | -33.0% | -6.5% |
| 6M | +46.9% | +125.7% | -78.8% | +37.0% |
| YTD | +38.4% | +199.3% | -160.9% | +25.0% |
| 1Y | +47.0% | +255.2% | -208.2% | +30.8% |
| 3Y | -14.9% | +106.8% | -121.8% | -25.6% |
| 5Y | -62.5% | -67.1% | +4.6% | -65.1% |
| 10Y | -33.9% | +16.7% | -50.6% | -46.4% |
| All | -33.9% | +28.7% | -62.6% | -46.4% |
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 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