-20.3%
BROS vs IOVA
+362.8%
-383.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | +2.5% | -41.3% | +43.7% | +0.7% |
| 30D | +15.1% | -38.5% | +53.6% | +13.4% |
| 3M | -31.4% | +99.5% | -130.9% | -27.6% |
| 6M | -22.6% | +126.0% | -148.6% | -19.0% |
| YTD | -28.1% | +218.7% | -246.8% | -26.0% |
| 1Y | -20.3% | +378.0% | -398.3% | -14.4% |
| All | -20.3% | +362.8% | -383.0% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling