+35.0%
IOVA vs BG
+20.1%
+14.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.7% |
| 7D | -6.4% | +3.7% | -10.2% | -7.6% |
| 30D | +25.4% | +12.3% | +13.1% | +20.8% |
| 3M | +115.3% | -2.2% | +117.6% | +115.3% |
| 6M | +56.5% | +5.3% | +51.2% | +51.3% |
| YTD | +198.2% | +42.4% | +155.8% | +156.7% |
| 1Y | +242.0% | +55.2% | +186.8% | +181.2% |
| All | +35.0% | +20.1% | +14.9% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling