+244.7%
IOVA vs BAH
+2.1%
+242.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.7% |
| 7D | +1.9% | -1.5% | +3.4% | +1.8% |
| 30D | -44.1% | +17.3% | -61.4% | -44.4% |
| 3M | +28.9% | +14.9% | +14.0% | +28.1% |
| 6M | +125.7% | +14.2% | +111.4% | +123.4% |
| YTD | +199.3% | +5.1% | +194.1% | +174.5% |
| All | +244.7% | +2.1% | +242.6% | +210.2% |
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