-92.6%
IOVA vs BBWI
+98.4%
-191.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.1% |
| 7D | +1.9% | -6.2% | +8.0% | +3.8% |
| 30D | -44.1% | +25.5% | -69.6% | -48.5% |
| 3M | +28.9% | +8.0% | +20.9% | +22.4% |
| 6M | +125.7% | +12.7% | +113.0% | +108.8% |
| YTD | +199.3% | +11.6% | +187.6% | +172.4% |
| 1Y | +255.2% | -0.9% | +256.1% | +229.3% |
| 3Y | +106.8% | -22.7% | +129.5% | +106.4% |
| 5Y | -67.1% | -67.2% | +0.1% | -59.3% |
| 10Y | +16.7% | -43.7% | +60.4% | -0.9% |
| All | -92.6% | +98.4% | -191.0% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling