-6.2%
BIDU vs IOVA
-91.7%
+85.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.0% | -5.9% | -6.9% |
| 7D | -2.4% | +5.1% | -7.5% | -2.6% |
| 30D | -15.6% | +37.2% | -52.9% | -16.7% |
| 3M | -22.3% | +117.5% | -139.8% | -24.9% |
| 6M | -22.3% | +69.6% | -91.9% | -24.4% |
| YTD | -29.2% | +218.7% | -247.8% | -32.9% |
| 1Y | -14.8% | +265.5% | -280.4% | -19.9% |
| 3Y | -31.8% | +46.2% | -78.0% | -35.6% |
| 5Y | -43.1% | -63.2% | +20.1% | -45.1% |
| 10Y | -50.6% | +6.1% | -56.7% | -54.0% |
| All | -6.2% | -91.7% | +85.5% | -20.7% |
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