+33.5%
BN vs IOVA
-66.4%
+100.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.9% |
| 7D | -5.9% | -6.4% | +0.6% | -5.3% |
| 30D | -15.1% | +25.4% | -40.5% | -17.0% |
| 3M | -14.6% | +115.3% | -129.9% | -21.5% |
| 6M | -8.4% | +56.5% | -65.0% | -13.9% |
| YTD | -16.8% | +198.2% | -215.0% | -27.2% |
| 1Y | -14.4% | +242.0% | -256.4% | -26.8% |
| 3Y | +70.1% | +36.8% | +33.3% | +45.6% |
| 5Y | +33.5% | -64.3% | +97.8% | +21.4% |
| All | +33.5% | -66.4% | +100.0% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling