+779.1%
BN vs IOVA
-92.2%
+871.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.8% |
| 7D | +3.6% | +1.9% | +1.8% | +3.6% |
| 30D | +15.9% | -44.1% | +60.0% | +16.9% |
| 3M | -2.3% | +28.9% | -31.2% | -3.3% |
| 6M | -8.4% | +125.7% | -134.1% | -10.7% |
| YTD | -5.9% | +199.3% | -205.1% | -9.0% |
| 1Y | -5.6% | +255.2% | -260.8% | -9.1% |
| 3Y | +104.2% | +106.8% | -2.6% | +96.1% |
| 5Y | +35.5% | -67.1% | +102.6% | +32.1% |
| 10Y | +285.2% | +16.7% | +268.5% | +271.2% |
| All | +779.1% | -92.2% | +871.3% | +723.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling