-92.3%
IOVA vs BAH
+1,056.2%
-1,148.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.4% | +8.3% | +5.0% |
| 7D | -5.2% | -3.5% | -1.6% | -4.5% |
| 30D | -37.8% | +24.3% | -62.0% | -41.6% |
| 3M | +29.5% | +16.3% | +13.1% | +23.1% |
| 6M | +96.6% | +13.6% | +83.0% | +87.0% |
| YTD | +194.5% | +3.5% | +191.0% | +181.9% |
| 1Y | +248.1% | +2.7% | +245.4% | +233.5% |
| 3Y | +86.1% | -26.6% | +112.7% | +92.1% |
| 5Y | -67.8% | +8.5% | -76.4% | -70.6% |
| 10Y | +38.6% | +225.1% | -186.5% | +8.7% |
| All | -92.3% | +1,056.2% | -1,148.6% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling