+387.2%
BE vs IOVA
-67.9%
+455.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.9% | -0.5% | +2.8% |
| 7D | -14.7% | -5.2% | -9.5% | -13.7% |
| 30D | -40.5% | -37.8% | -2.8% | -36.5% |
| 3M | -24.3% | +29.5% | -53.8% | -28.8% |
| 6M | -39.3% | +96.6% | -135.9% | -47.9% |
| YTD | +99.4% | +194.5% | -95.1% | +56.5% |
| 1Y | +26.6% | +248.1% | -221.5% | -4.0% |
| 3Y | +1,616.9% | +86.1% | +1,530.8% | +1,079.7% |
| All | +387.2% | -67.9% | +455.1% | +390.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling