+15.3%
BTDR vs IOVA
-62.9%
+78.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.4% | -3.0% | -6.0% |
| 7D | -3.2% | -6.4% | +3.2% | -2.2% |
| 30D | +32.7% | +25.4% | +7.3% | +28.2% |
| 3M | -28.4% | +115.3% | -143.7% | -37.5% |
| 6M | +51.7% | +56.5% | -4.8% | +37.6% |
| YTD | +2.9% | +198.2% | -195.3% | -16.8% |
| 1Y | -15.5% | +242.0% | -257.5% | -33.8% |
| 3Y | 0.0% | +36.8% | -36.8% | -18.8% |
| 5Y | +16.5% | -64.3% | +80.7% | -5.4% |
| All | +15.3% | -62.9% | +78.2% | -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 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