+2.8%
IOVA vs BG
+111.0%
-108.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.1% |
| 7D | -3.5% | +2.6% | -6.1% | -4.4% |
| 30D | -45.4% | -6.7% | -38.7% | -43.7% |
| 3M | +19.0% | -9.3% | +28.3% | +23.1% |
| 6M | +112.0% | -18.3% | +130.4% | +126.5% |
| YTD | +184.2% | +16.2% | +168.1% | +162.3% |
| 1Y | +222.0% | +7.6% | +214.4% | +205.8% |
| 3Y | +92.6% | +6.6% | +86.0% | +79.8% |
| 5Y | -63.2% | +22.2% | -85.4% | -68.6% |
| All | +2.8% | +111.0% | -108.2% | -33.3% |
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