-31.5%
BROS vs IOVA
+254.2%
-285.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -2.1% |
| 7D | -6.6% | -2.2% | -4.4% | -6.7% |
| 30D | -12.3% | +31.7% | -44.1% | -11.4% |
| 3M | -22.2% | +117.3% | -139.5% | -20.3% |
| 6M | -14.3% | +55.8% | -70.1% | -10.9% |
| YTD | -26.6% | +208.8% | -235.4% | -26.7% |
| 1Y | -31.5% | +255.7% | -287.2% | -30.3% |
| All | -31.5% | +254.2% | -285.7% | -30.3% |
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