+6.1%
IOVA vs BBWI
-56.0%
+62.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | 0.0% |
| 7D | +5.1% | +1.6% | +3.5% | +4.5% |
| 30D | +37.2% | -6.2% | +43.4% | +38.7% |
| 3M | +117.5% | +4.3% | +113.2% | +109.9% |
| 6M | +69.6% | -7.2% | +76.8% | +68.6% |
| YTD | +218.7% | -3.0% | +221.7% | +208.2% |
| 1Y | +265.5% | -30.8% | +296.3% | +287.0% |
| 3Y | +46.2% | -43.4% | +89.6% | +63.7% |
| 5Y | -63.2% | -66.7% | +3.5% | -53.4% |
| 10Y | +6.1% | -55.7% | +61.8% | -5.6% |
| All | +6.1% | -56.0% | +62.1% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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