+18.4%
BTDR vs IOVA
+41.0%
-22.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.0% |
| 7D | +14.8% | -2.2% | +17.0% | +15.4% |
| 30D | +41.8% | +31.7% | +10.1% | +33.7% |
| 3M | -29.2% | +117.3% | -146.4% | -41.7% |
| 6M | +66.2% | +55.8% | +10.3% | +44.8% |
| YTD | +10.0% | +208.8% | -198.8% | -20.1% |
| 1Y | -11.0% | +255.7% | -266.7% | -38.7% |
| All | +18.4% | +41.0% | -22.5% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling