+134.2%
BP vs IOVA
+9.7%
+124.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.6% | -0.2% |
| 7D | +5.2% | -2.2% | +7.4% | +5.3% |
| 30D | +8.7% | +27.6% | -18.9% | +7.3% |
| 3M | +9.3% | +117.2% | -107.8% | +4.5% |
| 6M | +13.6% | +77.7% | -64.1% | +9.1% |
| YTD | +37.7% | +215.0% | -177.4% | +27.6% |
| 1Y | +40.6% | +255.4% | -214.7% | +28.8% |
| 3Y | +40.3% | +42.6% | -2.3% | +27.8% |
| 5Y | +141.4% | -62.2% | +203.6% | +129.9% |
| All | +134.2% | +9.7% | +124.5% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling