+468.7%
BTSG vs IOVA
+13.0%
+455.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.1% |
| 7D | +5.7% | +5.1% | +0.7% | +5.5% |
| 30D | +0.2% | +37.2% | -37.0% | -1.6% |
| 3M | +5.6% | +117.5% | -111.9% | +0.6% |
| 6M | +50.8% | +69.6% | -18.8% | +45.0% |
| YTD | +67.0% | +218.7% | -151.6% | +54.1% |
| 1Y | +145.5% | +265.5% | -120.0% | +123.5% |
| All | +468.7% | +13.0% | +455.7% | +482.3% |
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