+547.4%
BTSG vs IOVA
+0.8%
+546.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | +6.0% | -3.5% | +9.5% | +6.2% |
| 30D | +12.4% | -45.4% | +57.8% | +14.9% |
| 3M | +18.2% | +19.0% | -0.8% | +15.4% |
| 6M | +26.0% | +112.0% | -86.0% | +18.3% |
| YTD | +90.1% | +184.2% | -94.1% | +74.2% |
| 1Y | +124.3% | +222.0% | -97.7% | +103.6% |
| All | +547.4% | +0.8% | +546.6% | +558.2% |
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 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