+641.7%
BE vs IOVA
-41.4%
+683.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.1% |
| 7D | -13.4% | -8.5% | -4.9% | -11.3% |
| 30D | -33.9% | -44.7% | +10.8% | -25.9% |
| 3M | -12.0% | +26.2% | -38.2% | -18.8% |
| 6M | -29.0% | +123.2% | -152.2% | -44.2% |
| YTD | +113.4% | +196.0% | -82.6% | +52.1% |
| 1Y | +33.2% | +240.9% | -207.8% | -9.1% |
| 3Y | +1,659.2% | +103.5% | +1,555.7% | +930.0% |
| 5Y | +461.4% | -65.5% | +526.8% | +363.6% |
| All | +641.7% | -41.4% | +683.1% | +403.8% |
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