+24.7%
BTDR vs IOVA
-64.1%
+88.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.2% |
| 7D | +14.8% | -2.2% | +17.0% | +15.2% |
| 30D | +41.8% | +31.7% | +10.1% | +36.0% |
| 3M | -29.2% | +117.3% | -146.4% | -38.3% |
| 6M | +66.2% | +55.8% | +10.3% | +50.7% |
| YTD | +10.0% | +208.8% | -198.8% | -11.6% |
| 1Y | -11.0% | +255.7% | -266.7% | -30.8% |
| 3Y | +6.9% | +41.7% | -34.7% | -13.8% |
| 5Y | +24.7% | -64.9% | +89.6% | +0.5% |
| All | +24.7% | -64.1% | +88.8% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling