-44.8%
BIDU vs IOVA
-66.4%
+21.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.9% | -1.2% |
| 7D | -5.2% | -6.4% | +1.2% | -4.5% |
| 30D | -14.5% | +25.4% | -39.9% | -16.9% |
| 3M | -22.9% | +115.3% | -138.2% | -30.9% |
| 6M | -27.8% | +56.5% | -84.4% | -33.4% |
| YTD | -30.7% | +198.2% | -228.8% | -41.8% |
| 1Y | -15.8% | +242.0% | -257.8% | -31.4% |
| 3Y | -33.2% | +36.8% | -70.0% | -46.6% |
| 5Y | -44.8% | -64.3% | +19.5% | -52.4% |
| All | -44.8% | -66.4% | +21.7% | -52.4% |
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 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