+264.6%
BBY vs IOVA
-91.7%
+356.3%
-73.1%
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 | +8.1% | +5.1% | +3.0% | +8.0% |
| 30D | +8.9% | +37.2% | -28.3% | +7.9% |
| 3M | +22.0% | +117.5% | -95.5% | +18.8% |
| 6M | +37.8% | +69.6% | -31.8% | +34.7% |
| YTD | +37.3% | +218.7% | -181.4% | +31.4% |
| 1Y | +21.6% | +265.5% | -244.0% | +15.5% |
| 3Y | +41.5% | +46.2% | -4.7% | +34.7% |
| 5Y | +1.2% | -63.2% | +64.5% | -2.0% |
| 10Y | +237.8% | +6.1% | +231.7% | +215.6% |
| All | +264.6% | -91.7% | +356.3% | +222.6% |
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 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