+4.1%
IOVA vs BG
+166.7%
-162.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.3% |
| 7D | -2.2% | +3.1% | -5.3% | -3.3% |
| 30D | +27.6% | +10.2% | +17.4% | +23.1% |
| 3M | +117.2% | -1.7% | +118.8% | +117.7% |
| 6M | +77.7% | +1.0% | +76.7% | +74.8% |
| YTD | +215.0% | +39.9% | +175.1% | +173.0% |
| 1Y | +255.4% | +53.2% | +202.2% | +195.9% |
| 3Y | +42.6% | +16.3% | +26.3% | +29.4% |
| 5Y | -62.2% | +83.9% | -146.1% | -72.4% |
| All | +4.1% | +166.7% | -162.6% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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