-69.4%
BTDR vs IOVA
+362.8%
-432.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.2% | -5.4% |
| 7D | -17.6% | -41.3% | +23.7% | -12.5% |
| 30D | -40.3% | -38.5% | -1.7% | -37.0% |
| 3M | -42.6% | +99.5% | -142.2% | -47.9% |
| 6M | -46.3% | +126.0% | -172.3% | -51.9% |
| YTD | -41.7% | +218.7% | -260.4% | -50.1% |
| 1Y | -69.4% | +378.0% | -447.4% | -74.5% |
| All | -69.4% | +362.8% | -432.2% | -74.5% |
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 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