-63.9%
BAX vs IOVA
-67.9%
+4.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.3% | +0.3% |
| 7D | +12.1% | -5.2% | +17.3% | +12.4% |
| 30D | +7.6% | -37.8% | +45.4% | +10.3% |
| 3M | -4.5% | +29.5% | -33.9% | -6.7% |
| 6M | +52.0% | +96.6% | -44.6% | +43.1% |
| YTD | +35.1% | +194.5% | -159.4% | +22.4% |
| 1Y | +43.7% | +248.1% | -204.3% | +28.2% |
| 3Y | -20.9% | +86.1% | -107.0% | -29.9% |
| All | -63.9% | -67.9% | +4.0% | -67.6% |
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 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