-20.9%
BAX vs IOVA
+85.3%
-106.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.3% | +0.3% |
| 7D | +12.1% | -5.2% | +17.3% | +12.5% |
| 30D | +7.6% | -37.8% | +45.4% | +10.7% |
| 3M | -4.5% | +29.5% | -33.9% | -7.0% |
| 6M | +52.0% | +96.6% | -44.6% | +41.9% |
| YTD | +35.1% | +194.5% | -159.4% | +20.3% |
| 1Y | +43.7% | +248.1% | -204.3% | +25.4% |
| 3Y | -20.9% | +86.1% | -107.0% | -33.7% |
| All | -20.9% | +85.3% | -106.2% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling