+1,148.7%
BKNG vs IOVA
-92.0%
+1,240.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -3.7% |
| 7D | -13.1% | -2.2% | -10.9% | -13.1% |
| 30D | -18.5% | +31.7% | -50.3% | -19.1% |
| 3M | +5.8% | +117.3% | -111.5% | +3.4% |
| 6M | -2.1% | +55.8% | -57.9% | -3.7% |
| YTD | -18.6% | +208.8% | -227.4% | -21.4% |
| 1Y | -21.7% | +255.7% | -277.4% | -24.7% |
| 3Y | +40.9% | +41.7% | -0.8% | +35.5% |
| 5Y | +91.0% | -64.9% | +155.9% | +86.3% |
| 10Y | +213.2% | +6.3% | +206.9% | +197.3% |
| All | +1,148.7% | -92.0% | +1,240.7% | +1,061.1% |
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