+27.0%
BROS vs IOVA
-59.8%
+86.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | -6.7% | +9.7% | -16.4% | -7.4% |
| 30D | -29.1% | +102.5% | -131.6% | -34.0% |
| 3M | -16.7% | +100.7% | -117.4% | -23.0% |
| 6M | -11.6% | +106.3% | -118.0% | -19.3% |
| YTD | -23.9% | +222.0% | -245.9% | -34.3% |
| 1Y | -34.8% | +299.5% | -334.3% | -45.7% |
| 3Y | +62.1% | +42.9% | +19.1% | +28.4% |
| All | +27.0% | -59.8% | +86.7% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling