-2.4%
BTI vs IOVA
+118.0%
-120.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.5% |
| 7D | +1.6% | -3.5% | +5.1% | +1.5% |
| 30D | +9.2% | -45.4% | +54.6% | +7.6% |
| 3M | +9.6% | +19.0% | -9.4% | +9.0% |
| 6M | -2.4% | +112.0% | -114.5% | -3.2% |
| All | -2.4% | +118.0% | -120.4% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling