+160.4%
BHP vs IOVA
-92.7%
+253.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.7% | +3.8% | -1.8% |
| 7D | +2.5% | -1.4% | +3.9% | +2.5% |
| 30D | -5.2% | -47.4% | +42.2% | -4.1% |
| 3M | -8.7% | +13.2% | -21.9% | -9.3% |
| 6M | -6.9% | +114.3% | -121.2% | -9.0% |
| YTD | +39.0% | +179.5% | -140.5% | +34.6% |
| 1Y | +48.9% | +200.4% | -151.4% | +43.9% |
| 3Y | +55.4% | +92.2% | -36.8% | +49.0% |
| 5Y | +119.2% | -63.8% | +183.0% | +113.6% |
| 10Y | +340.5% | +0.4% | +340.1% | +320.6% |
| All | +160.4% | -92.7% | +253.1% | +135.4% |
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