+30.9%
BLK vs IOVA
-66.4%
+97.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.7% |
| 7D | -5.2% | -6.4% | +1.3% | -4.8% |
| 30D | -7.0% | +25.4% | -32.5% | -8.6% |
| 3M | +5.7% | +115.3% | -109.7% | -0.8% |
| 6M | +11.0% | +56.5% | -45.5% | +5.9% |
| YTD | +0.9% | +198.2% | -197.3% | -8.8% |
| 1Y | -1.6% | +242.0% | -243.6% | -12.7% |
| 3Y | +64.5% | +36.8% | +27.7% | +44.2% |
| 5Y | +30.9% | -64.3% | +95.1% | +19.9% |
| All | +30.9% | -66.4% | +97.3% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling