-0.7%
BBY vs IOVA
-63.3%
+62.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | +4.5% | -3.5% | +7.9% | +4.6% |
| 30D | +16.8% | -45.4% | +62.2% | +19.6% |
| 3M | +23.2% | +19.0% | +4.2% | +20.4% |
| 6M | +91.9% | +112.0% | -20.1% | +79.2% |
| YTD | +61.6% | +184.2% | -122.6% | +46.2% |
| 1Y | +43.9% | +222.0% | -178.1% | +28.6% |
| 3Y | +88.6% | +92.6% | -3.9% | +63.7% |
| All | -0.7% | -63.3% | +62.6% | -10.4% |
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