+810.7%
BNY vs IOVA
-92.0%
+902.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | -0.2% |
| 7D | +0.3% | -2.2% | +2.5% | +0.3% |
| 30D | +1.9% | +31.7% | -29.8% | +1.3% |
| 3M | +13.9% | +117.3% | -103.4% | +11.9% |
| 6M | +42.3% | +55.8% | -13.5% | +40.5% |
| YTD | +41.8% | +208.8% | -166.9% | +38.0% |
| 1Y | +57.9% | +255.7% | -197.7% | +53.0% |
| 3Y | +290.7% | +41.7% | +249.0% | +278.5% |
| 5Y | +252.3% | -64.9% | +317.2% | +245.0% |
| 10Y | +412.8% | +6.3% | +406.5% | +390.5% |
| All | +810.7% | -92.0% | +902.7% | +716.8% |
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