+45.0%
BBY vs IOVA
+43.8%
+1.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.7% | -2.6% | +2.8% |
| 7D | +0.6% | -2.2% | +2.7% | +0.7% |
| 30D | +9.4% | +27.6% | -18.2% | +8.0% |
| 3M | +19.3% | +117.2% | -97.8% | +13.7% |
| 6M | +47.9% | +77.7% | -29.8% | +41.9% |
| YTD | +39.6% | +215.0% | -175.5% | +27.9% |
| 1Y | +22.2% | +255.4% | -233.2% | +10.1% |
| 3Y | +45.0% | +42.6% | +2.4% | +23.6% |
| All | +45.0% | +43.8% | +1.2% | +23.6% |
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 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