-38.5%
BTDR vs IOVA
-66.8%
+28.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -5.7% | -7.1% | -11.9% |
| 7D | +15.4% | -1.4% | +16.9% | +16.0% |
| 30D | -33.4% | -47.4% | +13.9% | -26.7% |
| 3M | -32.0% | +13.2% | -45.2% | -34.3% |
| 6M | -52.2% | +114.3% | -166.5% | -59.2% |
| YTD | -45.3% | +179.5% | -224.8% | -56.1% |
| 1Y | -56.0% | +200.4% | -256.4% | -65.2% |
| 3Y | +54.4% | +92.2% | -37.8% | +23.0% |
| 5Y | -38.5% | -63.8% | +25.3% | -50.9% |
| All | -38.5% | -66.8% | +28.3% | -50.9% |
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