+16.7%
IOVA vs BAH
+218.8%
-202.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.0% |
| 7D | +1.9% | -1.5% | +3.4% | +2.2% |
| 30D | -44.1% | +17.3% | -61.4% | -47.9% |
| 3M | +28.9% | +14.9% | +14.0% | +20.4% |
| 6M | +125.7% | +14.2% | +111.4% | +109.4% |
| YTD | +199.3% | +5.1% | +194.1% | +178.0% |
| 1Y | +255.2% | +2.1% | +253.1% | +233.7% |
| 3Y | +106.8% | -26.0% | +132.8% | +112.7% |
| 5Y | -67.1% | +9.0% | -76.0% | -73.3% |
| 10Y | +16.7% | +208.8% | -192.1% | -44.3% |
| All | +16.7% | +218.8% | -202.1% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling