+56.7%
BDX vs IOVA
+9.7%
+47.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.8% | +0.6% |
| 7D | -3.2% | -2.2% | -1.0% | -3.1% |
| 30D | -2.5% | +27.6% | -30.1% | -3.7% |
| 3M | +21.4% | +117.2% | -95.8% | +16.8% |
| 6M | +10.4% | +77.7% | -67.3% | +6.7% |
| YTD | +18.8% | +215.0% | -196.2% | +11.5% |
| 1Y | +21.7% | +255.4% | -233.7% | +13.1% |
| 3Y | -10.0% | +42.6% | -52.6% | -16.5% |
| 5Y | -1.8% | -62.2% | +60.4% | -6.6% |
| All | +56.7% | +9.7% | +47.0% | +39.7% |
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