-92.7%
IOVA vs BB
-82.3%
-10.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.4% | -0.5% | +3.0% |
| 7D | -5.2% | +3.8% | -9.0% | -5.8% |
| 30D | -37.8% | -0.3% | -37.4% | -37.5% |
| 3M | +29.5% | -0.5% | +29.9% | +29.1% |
| 6M | +96.6% | +45.9% | +50.7% | +78.4% |
| YTD | +194.5% | +130.6% | +63.9% | +143.0% |
| 1Y | +248.1% | +89.2% | +158.9% | +198.0% |
| 3Y | +86.1% | +137.5% | -51.4% | +46.2% |
| 5Y | -67.8% | -20.9% | -46.9% | -70.7% |
| 10Y | +38.6% | +25.4% | +13.2% | +0.1% |
| All | -92.7% | -82.3% | -10.4% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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