+378.0%
IOVA vs BAH
+6.2%
+371.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -2.9% | -1.4% |
| 7D | -41.3% | +5.8% | -47.0% | -41.1% |
| 30D | -38.5% | +28.7% | -67.2% | -38.7% |
| 3M | +99.5% | +20.9% | +78.6% | +98.7% |
| 6M | +126.0% | +15.2% | +110.8% | +124.6% |
| YTD | +218.7% | +7.1% | +211.6% | +200.1% |
| 1Y | +378.0% | +6.4% | +371.6% | +353.5% |
| All | +378.0% | +6.2% | +371.8% | +353.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling