+103.9%
BP vs IOVA
-67.9%
+171.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.5% |
| 7D | -11.6% | -5.2% | -6.4% | -11.5% |
| 30D | 0.0% | -37.8% | +37.8% | +0.7% |
| 3M | +6.7% | +29.5% | -22.7% | +5.3% |
| 6M | +2.2% | +96.6% | -94.4% | -0.6% |
| YTD | +33.0% | +194.5% | -161.5% | +27.4% |
| 1Y | +30.7% | +248.1% | -217.3% | +24.5% |
| 3Y | +44.2% | +86.1% | -41.9% | +37.1% |
| All | +103.9% | -67.9% | +171.8% | +104.8% |
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 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