+256.9%
BNY vs IOVA
-62.2%
+319.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.6% | -0.2% |
| 7D | -1.3% | -2.2% | +0.8% | -1.2% |
| 30D | -0.2% | +27.6% | -27.8% | -1.4% |
| 3M | +14.9% | +117.2% | -102.2% | +10.0% |
| 6M | +40.0% | +77.7% | -37.7% | +34.7% |
| YTD | +42.0% | +215.0% | -173.0% | +32.3% |
| 1Y | +56.9% | +255.4% | -198.5% | +44.7% |
| 3Y | +289.9% | +42.6% | +247.2% | +256.6% |
| All | +256.9% | -62.2% | +319.1% | +238.2% |
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