+38.0%
BND vs IOVA
-92.7%
+130.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.1% | -0.6% |
| 7D | -1.4% | -1.4% | 0.0% | -1.4% |
| 30D | +0.8% | -47.4% | +48.2% | +0.9% |
| 3M | -1.2% | +13.2% | -14.4% | -1.2% |
| 6M | -1.4% | +114.3% | -115.7% | -1.5% |
| YTD | -1.3% | +179.5% | -180.8% | -1.4% |
| 1Y | -1.2% | +200.4% | -201.6% | -1.4% |
| 3Y | +13.7% | +92.2% | -78.5% | +13.6% |
| 5Y | -1.7% | -63.8% | +62.1% | -1.8% |
| 10Y | +17.2% | +0.4% | +16.8% | +17.2% |
| All | +38.0% | -92.7% | +130.7% | +39.0% |
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