+95.6%
BN vs IOVA
+85.3%
+10.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.2% |
| 7D | +5.3% | -5.2% | +10.5% | +5.6% |
| 30D | +11.9% | -37.8% | +49.7% | +14.6% |
| 3M | -5.7% | +29.5% | -35.2% | -9.7% |
| 6M | -10.6% | +96.6% | -107.2% | -18.8% |
| YTD | -9.4% | +194.5% | -203.9% | -22.0% |
| 1Y | -8.8% | +248.1% | -256.8% | -23.1% |
| 3Y | +95.6% | +86.1% | +9.5% | +52.5% |
| All | +95.6% | +85.3% | +10.4% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling