-45.6%
BLDR vs IOVA
+90.0%
-135.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.4% |
| 7D | -2.7% | +1.9% | -4.6% | -2.9% |
| 30D | +24.8% | -44.1% | +68.9% | +28.7% |
| 3M | -11.7% | +28.9% | -40.5% | -16.9% |
| 6M | -14.8% | +125.7% | -140.5% | -26.1% |
| YTD | -35.9% | +199.3% | -235.2% | -47.6% |
| 1Y | -39.7% | +255.2% | -294.9% | -52.2% |
| 3Y | -45.6% | +106.8% | -152.4% | -57.5% |
| All | -45.6% | +90.0% | -135.6% | -57.5% |
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