+560.2%
BTSG vs IOVA
+5.1%
+555.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +4.0% | -7.0% | +11.1% | +4.4% |
| 30D | +15.3% | -44.4% | +59.7% | +17.7% |
| 3M | +25.4% | +24.7% | +0.8% | +22.2% |
| 6M | +31.9% | +118.6% | -86.8% | +23.6% |
| YTD | +93.9% | +196.3% | -102.4% | +77.3% |
| 1Y | +114.2% | +205.3% | -91.1% | +95.2% |
| All | +560.2% | +5.1% | +555.1% | +570.0% |
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 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