-11.6%
BROS vs IOVA
+131.3%
-142.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.8% |
| 7D | -6.7% | +9.7% | -16.4% | -5.8% |
| 30D | -29.1% | +102.5% | -131.6% | -22.2% |
| 3M | -16.7% | +100.7% | -117.4% | -8.7% |
| 6M | -11.6% | +106.3% | -118.0% | -2.6% |
| All | -11.6% | +131.3% | -142.9% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling