+300.9%
BMY vs IOVA
-92.3%
+393.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +1.8% | -8.5% | +10.3% | +1.9% |
| 30D | +6.2% | -44.7% | +51.0% | +7.1% |
| 3M | -2.1% | +26.2% | -28.4% | -2.9% |
| 6M | +14.3% | +123.2% | -108.9% | +12.0% |
| YTD | +21.6% | +196.0% | -174.4% | +18.3% |
| 1Y | +38.8% | +240.9% | -202.1% | +34.7% |
| 3Y | +42.9% | +103.5% | -60.6% | +38.1% |
| 5Y | +30.1% | -65.5% | +95.5% | +27.2% |
| 10Y | +58.2% | +7.0% | +51.2% | +51.8% |
| All | +300.9% | -92.3% | +393.2% | +264.8% |
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