+62.6%
BTDR vs IOVA
+95.6%
-33.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -5.7% | -7.1% | -11.5% |
| 7D | +15.4% | -1.4% | +16.9% | +16.1% |
| 30D | -33.4% | -47.4% | +13.9% | -24.4% |
| 3M | -32.0% | +13.2% | -45.2% | -35.3% |
| 6M | -52.2% | +114.3% | -166.5% | -61.7% |
| YTD | -45.3% | +179.5% | -224.8% | -60.3% |
| 1Y | -56.0% | +200.4% | -256.4% | -68.7% |
| All | +62.6% | +95.6% | -33.0% | -36.6% |
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