+51.6%
IOVA vs BAH
-32.4%
+83.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | +9.7% | -3.2% | +13.0% | +10.5% |
| 30D | +102.5% | +2.0% | +100.5% | +101.6% |
| 3M | +100.7% | -7.6% | +108.3% | +103.3% |
| 6M | +106.3% | -5.7% | +112.0% | +107.2% |
| YTD | +222.0% | -11.7% | +233.7% | +220.5% |
| 1Y | +299.5% | -27.4% | +326.9% | +321.3% |
| All | +51.6% | -32.4% | +83.9% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling