+289.2%
BN vs IOVA
+12.2%
+277.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.3% |
| 7D | +4.3% | -8.5% | +12.8% | +5.0% |
| 30D | +14.3% | -44.7% | +59.0% | +18.7% |
| 3M | -4.1% | +26.2% | -30.3% | -8.0% |
| 6M | -9.7% | +123.2% | -132.9% | -18.9% |
| YTD | -7.1% | +196.0% | -203.1% | -20.0% |
| 1Y | -7.4% | +240.9% | -248.4% | -21.6% |
| 3Y | +102.3% | +103.5% | -1.2% | +66.0% |
| 5Y | +35.9% | -65.5% | +101.4% | +22.2% |
| 10Y | +289.2% | +7.0% | +282.2% | +229.8% |
| All | +289.2% | +12.2% | +277.0% | +229.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling