+22.6%
BROS vs IOVA
-61.4%
+84.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.8% |
| 7D | -6.6% | -2.2% | -4.4% | -6.4% |
| 30D | -12.3% | +31.7% | -44.1% | -14.4% |
| 3M | -22.2% | +117.3% | -139.5% | -28.7% |
| 6M | -14.3% | +55.8% | -70.1% | -19.3% |
| YTD | -26.6% | +208.8% | -235.4% | -36.4% |
| 1Y | -31.5% | +255.7% | -287.2% | -42.2% |
| 3Y | +62.3% | +41.7% | +20.6% | +28.0% |
| All | +22.6% | -61.4% | +84.0% | +3.1% |
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