+30.3%
BN vs IOVA
-67.9%
+98.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.8% |
| 3M | -5.7% | +29.5% | -35.2% | -9.8% |
| 6M | -10.6% | +96.6% | -107.2% | -18.9% |
| 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% | +61.2% |
| All | +30.3% | -67.9% | +98.2% | +19.2% |
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