+837.8%
BLK vs IOVA
-91.7%
+929.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | -2.4% | +5.1% | -7.5% | -2.5% |
| 30D | -3.1% | +37.2% | -40.3% | -4.0% |
| 3M | +10.7% | +117.5% | -106.8% | +8.0% |
| 6M | +15.9% | +69.6% | -53.7% | +13.6% |
| YTD | +4.0% | +218.7% | -214.7% | 0.0% |
| 1Y | +1.3% | +265.5% | -264.3% | -3.3% |
| 3Y | +69.6% | +46.2% | +23.4% | +62.2% |
| 5Y | +33.8% | -63.2% | +97.0% | +30.0% |
| 10Y | +276.2% | +6.1% | +270.1% | +255.4% |
| All | +837.8% | -91.7% | +929.5% | +712.0% |
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