+25.1%
BDX vs IOVA
+99.0%
-73.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | +2.9% | -3.5% | +6.4% | +3.0% |
| 30D | +15.4% | -45.4% | +60.8% | +17.6% |
| 3M | +20.5% | +19.0% | +1.5% | +18.0% |
| 6M | +53.2% | +112.0% | -58.8% | +45.2% |
| YTD | +45.7% | +184.2% | -138.6% | +34.8% |
| 1Y | +47.3% | +222.0% | -174.7% | +35.1% |
| 3Y | +25.1% | +92.6% | -67.5% | +16.3% |
| All | +25.1% | +99.0% | -73.9% | +16.3% |
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