-64.2%
BAX vs IOVA
-63.3%
-0.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +0.1% | -3.5% | +3.6% | +0.3% |
| 30D | +4.1% | -45.4% | +49.5% | +7.6% |
| 3M | -4.5% | +19.0% | -23.6% | -6.3% |
| 6M | +49.2% | +112.0% | -62.8% | +39.9% |
| YTD | +35.2% | +184.2% | -149.0% | +22.7% |
| 1Y | +38.3% | +222.0% | -183.7% | +24.0% |
| 3Y | -19.0% | +92.6% | -111.6% | -28.5% |
| All | -64.2% | -63.3% | -0.9% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling