-20.8%
BIDU vs IOVA
-92.6%
+71.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | -4.6% | -3.5% | -1.1% | -4.4% |
| 30D | -4.5% | -45.4% | +40.8% | -2.8% |
| 3M | -25.4% | +19.0% | -44.4% | -26.3% |
| 6M | -48.1% | +112.0% | -160.1% | -50.1% |
| YTD | -40.2% | +184.2% | -224.4% | -43.4% |
| 1Y | -35.2% | +222.0% | -257.2% | -39.1% |
| 3Y | -27.1% | +92.6% | -119.7% | -32.0% |
| 5Y | -54.2% | -63.2% | +9.0% | -55.9% |
| 10Y | -52.0% | +2.1% | -54.2% | -55.5% |
| All | -20.8% | -92.6% | +71.8% | -33.1% |
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