+31.3%
BAX vs IOVA
-91.6%
+122.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +1.0% |
| 7D | -1.1% | +9.7% | -10.9% | -1.3% |
| 30D | -5.5% | +102.5% | -108.0% | -6.7% |
| 3M | +33.5% | +100.7% | -67.1% | +31.8% |
| 6M | +35.9% | +106.3% | -70.5% | +33.8% |
| YTD | +35.4% | +222.0% | -186.6% | +32.1% |
| 1Y | +9.8% | +299.5% | -289.8% | +6.6% |
| 3Y | -32.7% | +42.9% | -75.7% | -34.4% |
| 5Y | -65.6% | -65.0% | -0.6% | -66.2% |
| 10Y | -34.9% | +10.3% | -45.2% | -37.0% |
| All | +31.3% | -91.6% | +122.9% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling