-55.3%
BLDR vs IOVA
+50.0%
-105.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.8% |
| 7D | -0.3% | +5.1% | -5.4% | -0.8% |
| 30D | -16.2% | +37.2% | -53.4% | -19.1% |
| 3M | -14.4% | +117.5% | -131.9% | -22.7% |
| 6M | -32.8% | +69.6% | -102.4% | -38.1% |
| YTD | -39.2% | +218.7% | -257.9% | -49.0% |
| 1Y | -57.7% | +265.5% | -323.2% | -65.7% |
| 3Y | -55.3% | +46.2% | -101.5% | -66.2% |
| All | -55.3% | +50.0% | -105.3% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling