+642.7%
BX vs IOVA
+3.8%
+638.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.4% |
| 7D | -8.9% | -6.4% | -2.5% | -8.2% |
| 30D | -14.8% | +25.4% | -40.2% | -17.4% |
| 3M | +6.9% | +115.3% | -108.4% | -4.7% |
| 6M | +16.3% | +56.5% | -40.3% | +6.8% |
| YTD | -16.1% | +198.2% | -214.3% | -30.0% |
| 1Y | -26.8% | +242.0% | -268.8% | -40.8% |
| 3Y | +22.4% | +36.8% | -14.4% | -1.8% |
| 5Y | +16.0% | -64.3% | +80.3% | +2.5% |
| All | +642.7% | +3.8% | +638.9% | +489.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling