-92.0%
IOVA vs BG
+186.7%
-278.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +9.7% | +2.8% | +6.9% | +8.7% |
| 30D | +102.5% | +12.0% | +90.5% | +95.2% |
| 3M | +100.7% | -7.7% | +108.4% | +105.7% |
| 6M | +106.3% | +4.5% | +101.8% | +100.8% |
| YTD | +222.0% | +35.7% | +186.3% | +184.3% |
| 1Y | +299.5% | +50.1% | +249.5% | +239.0% |
| 3Y | +42.9% | +12.6% | +30.3% | +31.9% |
| 5Y | -65.0% | +75.4% | -140.4% | -73.3% |
| 10Y | +10.3% | +150.5% | -140.2% | -29.8% |
| All | -92.0% | +186.7% | -278.7% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling