+192.5%
BHP vs IOVA
-91.6%
+284.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.4% |
| 7D | -2.9% | +9.7% | -12.6% | -3.1% |
| 30D | +3.4% | +102.5% | -99.2% | +1.6% |
| 3M | +4.1% | +100.7% | -96.6% | +2.2% |
| 6M | +20.6% | +106.3% | -85.8% | +18.1% |
| YTD | +56.1% | +222.0% | -165.9% | +51.2% |
| 1Y | +69.6% | +299.5% | -229.9% | +63.2% |
| 3Y | +78.8% | +42.9% | +35.9% | +72.7% |
| 5Y | +113.1% | -65.0% | +178.0% | +108.2% |
| 10Y | +505.9% | +10.3% | +495.6% | +478.9% |
| All | +192.5% | -91.6% | +284.1% | +164.4% |
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