+977.1%
BE vs IOVA
-38.9%
+1,016.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -2.2% |
| 7D | +23.9% | -2.2% | +26.1% | +24.5% |
| 30D | +27.8% | +31.7% | -3.9% | +19.7% |
| 3M | +3.7% | +117.3% | -113.5% | -15.7% |
| 6M | +78.0% | +55.8% | +22.1% | +53.8% |
| YTD | +209.9% | +208.8% | +1.1% | +124.2% |
| 1Y | +389.6% | +255.7% | +133.9% | +233.5% |
| 3Y | +1,730.6% | +41.7% | +1,688.9% | +1,095.4% |
| 5Y | +1,227.8% | -64.9% | +1,292.7% | +1,019.6% |
| All | +977.1% | -38.9% | +1,016.0% | +642.6% |
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 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