+635.8%
BX vs IOVA
+0.8%
+635.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.2% |
| 7D | +0.6% | -3.5% | +4.1% | +1.0% |
| 30D | +14.2% | -45.4% | +59.6% | +20.5% |
| 3M | -18.7% | +19.0% | -37.8% | -22.7% |
| 6M | +2.5% | +112.0% | -109.6% | -11.1% |
| YTD | -18.8% | +184.2% | -203.1% | -33.6% |
| 1Y | -10.3% | +222.0% | -232.3% | -28.2% |
| 3Y | +35.4% | +92.6% | -57.2% | +1.6% |
| 5Y | +0.3% | -63.2% | +63.4% | -13.8% |
| All | +635.8% | +0.8% | +635.1% | +449.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling