+329.2%
BBY vs IOVA
-92.6%
+421.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.4% |
| 3M | +23.2% | +19.0% | +4.2% | +21.9% |
| 6M | +91.9% | +112.0% | -20.1% | +85.8% |
| YTD | +61.6% | +184.2% | -122.6% | +54.4% |
| 1Y | +43.9% | +222.0% | -178.1% | +36.8% |
| 3Y | +88.6% | +92.6% | -3.9% | +77.8% |
| 5Y | -3.1% | -63.2% | +60.1% | -6.5% |
| 10Y | +290.2% | +2.1% | +288.1% | +263.6% |
| All | +329.2% | -92.6% | +421.8% | +279.0% |
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