-15.5%
BTDR vs IOVA
+244.9%
-260.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.4% | -3.0% | -5.9% |
| 7D | -3.2% | -6.4% | +3.2% | -2.1% |
| 30D | +32.7% | +25.4% | +7.3% | +28.1% |
| 3M | -28.4% | +115.3% | -143.7% | -37.3% |
| 6M | +51.7% | +56.5% | -4.8% | +38.0% |
| YTD | +2.9% | +198.2% | -195.3% | -18.3% |
| 1Y | -15.5% | +242.0% | -257.5% | -29.1% |
| All | -15.5% | +244.9% | -260.4% | -29.1% |
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