+121.4%
BKR vs IOVA
+3.8%
+117.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.4% | -3.2% | -6.4% |
| 7D | -6.7% | -6.4% | -0.2% | -6.2% |
| 30D | -8.3% | +25.4% | -33.8% | -10.2% |
| 3M | -5.4% | +115.3% | -120.7% | -12.1% |
| 6M | +0.8% | +56.5% | -55.7% | -4.5% |
| YTD | +31.8% | +198.2% | -166.3% | +17.5% |
| 1Y | +28.6% | +242.0% | -213.4% | +12.4% |
| 3Y | +71.2% | +36.8% | +34.4% | +48.4% |
| 5Y | +179.2% | -64.3% | +243.5% | +157.9% |
| All | +121.4% | +3.8% | +117.6% | +87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling