+61.0%
BMY vs IOVA
+3.8%
+57.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.8% |
| 7D | -6.4% | -6.4% | +0.1% | -6.0% |
| 30D | +0.2% | +25.4% | -25.2% | -1.4% |
| 3M | +16.0% | +115.3% | -99.4% | +9.6% |
| 6M | +8.3% | +56.5% | -48.2% | +3.8% |
| YTD | +22.2% | +198.2% | -176.0% | +11.9% |
| 1Y | +41.7% | +242.0% | -200.3% | +28.0% |
| 3Y | +20.7% | +36.8% | -16.1% | +8.6% |
| 5Y | +23.9% | -64.3% | +88.2% | +15.9% |
| All | +61.0% | +3.8% | +57.2% | +23.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling