+138.1%
IOVA vs BIYA
-99.8%
+237.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.1% |
| 7D | -2.2% | +2.7% | -4.9% | -2.3% |
| 30D | +31.7% | -16.7% | +48.4% | +32.2% |
| 3M | +117.3% | -74.6% | +191.9% | +118.4% |
| 6M | +55.8% | -85.4% | +141.2% | +52.9% |
| YTD | +208.8% | -94.2% | +303.0% | +212.0% |
| 1Y | +255.7% | -98.6% | +354.3% | +278.1% |
| All | +138.1% | -99.8% | +237.9% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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