+18.8%
BX vs IOVA
-64.1%
+82.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -3.3% |
| 7D | -5.7% | -2.2% | -3.5% | -5.4% |
| 30D | -8.9% | +31.7% | -40.6% | -12.1% |
| 3M | +8.4% | +117.3% | -108.9% | -3.4% |
| 6M | +18.9% | +55.8% | -36.9% | +9.5% |
| YTD | -13.6% | +208.8% | -222.4% | -28.2% |
| 1Y | -22.4% | +255.7% | -278.1% | -37.7% |
| 3Y | +26.0% | +41.7% | -15.7% | -1.2% |
| 5Y | +18.8% | -64.9% | +83.7% | +5.9% |
| All | +18.8% | -64.1% | +82.9% | +5.9% |
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