+246.5%
BBY vs IOVA
+9.7%
+236.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.7% | -2.6% | +2.6% |
| 7D | +0.6% | -2.2% | +2.7% | +0.8% |
| 30D | +9.4% | +27.6% | -18.2% | +7.1% |
| 3M | +19.3% | +117.2% | -97.8% | +10.4% |
| 6M | +47.9% | +77.7% | -29.8% | +38.1% |
| YTD | +39.6% | +215.0% | -175.5% | +22.6% |
| 1Y | +22.2% | +255.4% | -233.2% | +5.1% |
| 3Y | +45.0% | +42.6% | +2.4% | +23.9% |
| 5Y | +2.6% | -62.2% | +64.8% | -6.4% |
| All | +246.5% | +9.7% | +236.9% | +172.2% |
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