-64.9%
IOVA vs BG
+84.9%
-149.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -2.2% | +0.5% | -2.7% | -2.4% |
| 30D | +31.7% | +10.3% | +21.4% | +27.9% |
| 3M | +117.3% | -1.9% | +119.2% | +117.5% |
| 6M | +55.8% | +5.2% | +50.6% | +51.4% |
| YTD | +208.8% | +41.2% | +167.6% | +172.2% |
| 1Y | +255.7% | +50.5% | +205.2% | +205.0% |
| 3Y | +41.7% | +19.9% | +21.8% | +27.9% |
| 5Y | -64.9% | +86.7% | -151.6% | -78.8% |
| All | -64.9% | +84.9% | -149.8% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling