-43.4%
BROS vs IOVA
-67.2%
+23.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -19.0% | -8.5% | -10.5% | -18.3% |
| 30D | -7.3% | -44.7% | +37.5% | -3.5% |
| 3M | -31.2% | +26.2% | -57.4% | -33.8% |
| 6M | -33.0% | +123.2% | -156.3% | -40.6% |
| YTD | -42.4% | +196.0% | -238.3% | -51.2% |
| 1Y | -37.7% | +240.9% | -278.7% | -48.5% |
| 3Y | +28.2% | +103.5% | -75.3% | -9.4% |
| 5Y | -43.4% | -65.5% | +22.1% | -39.2% |
| All | -43.4% | -67.2% | +23.9% | -39.2% |
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