-44.0%
BTDR vs IOVA
-64.6%
+20.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.7% | -10.3% | -8.9% |
| 7D | -6.9% | -3.5% | -3.4% | -6.3% |
| 30D | -31.5% | -45.4% | +13.9% | -25.2% |
| 3M | -36.1% | +19.0% | -55.1% | -38.6% |
| 6M | -57.6% | +112.0% | -169.7% | -63.6% |
| YTD | -50.0% | +184.2% | -234.3% | -59.9% |
| 1Y | -49.6% | +222.0% | -271.6% | -60.4% |
| 3Y | +48.5% | +92.6% | -44.0% | +18.7% |
| 5Y | -43.8% | -63.2% | +19.3% | -54.7% |
| All | -44.0% | -64.6% | +20.6% | -54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling