+83.2%
BN vs IOVA
+49.0%
+34.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -2.5% | +9.7% | -12.2% | -3.2% |
| 30D | -9.5% | +102.5% | -112.0% | -15.5% |
| 3M | -10.4% | +100.7% | -111.1% | -16.8% |
| 6M | -6.4% | +106.3% | -112.7% | -14.1% |
| YTD | -11.9% | +222.0% | -233.8% | -23.2% |
| 1Y | -8.6% | +299.5% | -308.2% | -22.9% |
| All | +83.2% | +49.0% | +34.2% | +47.3% |
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