+126.6%
BHP vs IOVA
-64.1%
+190.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.4% |
| 7D | +0.9% | -2.2% | +3.1% | +1.0% |
| 30D | +4.0% | +31.7% | -27.7% | +2.4% |
| 3M | +11.3% | +117.3% | -106.0% | +5.9% |
| 6M | +29.3% | +55.8% | -26.5% | +24.8% |
| YTD | +59.2% | +208.8% | -149.6% | +47.3% |
| 1Y | +80.8% | +255.7% | -174.9% | +65.2% |
| 3Y | +88.0% | +41.7% | +46.3% | +71.8% |
| 5Y | +126.6% | -64.9% | +191.5% | +119.6% |
| All | +126.6% | -64.1% | +190.8% | +119.6% |
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 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