+314.8%
BDX vs IOVA
-91.6%
+406.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.6% | -1.5% |
| 7D | -2.5% | +9.7% | -12.3% | -2.6% |
| 30D | +8.3% | +102.5% | -94.3% | +7.3% |
| 3M | +24.4% | +100.7% | -76.3% | +23.2% |
| 6M | +9.2% | +106.3% | -97.2% | +8.0% |
| YTD | +22.7% | +222.0% | -199.3% | +20.7% |
| 1Y | +25.9% | +299.5% | -273.7% | +23.4% |
| 3Y | -10.5% | +42.9% | -53.4% | -12.1% |
| 5Y | +1.9% | -65.0% | +66.9% | +0.6% |
| 10Y | +58.7% | +10.3% | +48.4% | +54.6% |
| All | +314.8% | -91.6% | +406.4% | +295.2% |
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