+114.5%
BTI vs IOVA
-64.1%
+178.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.4% |
| 7D | -2.4% | -2.2% | -0.2% | -2.4% |
| 30D | -4.8% | +31.7% | -36.5% | -5.2% |
| 3M | -8.1% | +117.3% | -125.4% | -9.6% |
| 6M | -4.2% | +55.8% | -60.0% | -5.3% |
| YTD | -1.3% | +208.8% | -210.1% | -4.0% |
| 1Y | +2.1% | +255.7% | -253.6% | -1.2% |
| 3Y | +108.9% | +41.7% | +67.2% | +99.7% |
| 5Y | +114.5% | -64.9% | +179.4% | +105.0% |
| All | +114.5% | -64.1% | +178.6% | +105.0% |
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