-33.3%
BAX vs IOVA
-0.9%
-32.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.4% | -1.9% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | +3.4% | -47.4% | +50.8% | +7.1% |
| 3M | -4.5% | +13.2% | -17.7% | -6.0% |
| 6M | +44.0% | +114.3% | -70.3% | +34.7% |
| YTD | +34.9% | +179.5% | -144.6% | +22.4% |
| 1Y | +37.9% | +200.4% | -162.5% | +24.2% |
| 3Y | -17.1% | +92.2% | -109.3% | -27.1% |
| 5Y | -64.3% | -63.8% | -0.5% | -66.9% |
| All | -33.3% | -0.9% | -32.4% | -44.6% |
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