+25.1%
BROS vs IOVA
-60.2%
+85.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -0.9% | +5.1% | -6.0% | -1.3% |
| 30D | -13.5% | +37.2% | -50.7% | -15.8% |
| 3M | -18.4% | +117.5% | -135.9% | -25.2% |
| 6M | -10.6% | +69.6% | -80.2% | -16.5% |
| YTD | -25.1% | +218.7% | -243.7% | -35.2% |
| 1Y | -28.6% | +265.5% | -294.2% | -39.9% |
| 3Y | +65.6% | +46.2% | +19.4% | +30.3% |
| All | +25.1% | -60.2% | +85.2% | +5.0% |
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