+23.8%
BTDR vs IOVA
-59.9%
+83.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.8% |
| 7D | +20.0% | +9.7% | +10.2% | +18.3% |
| 30D | +11.9% | +102.5% | -90.6% | -1.0% |
| 3M | -36.9% | +100.7% | -137.6% | -44.3% |
| 6M | +56.5% | +106.3% | -49.8% | +35.6% |
| YTD | +10.4% | +222.0% | -211.5% | -11.8% |
| 1Y | +3.1% | +299.5% | -296.5% | -21.3% |
| 3Y | -2.6% | +42.9% | -45.5% | -21.8% |
| 5Y | +25.2% | -65.0% | +90.2% | +0.8% |
| All | +23.8% | -59.9% | +83.7% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling