+128.2%
IOVA vs BIYA
-99.9%
+228.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -1.2% |
| 7D | -8.5% | -4.1% | -4.4% | -8.4% |
| 30D | -44.7% | -35.5% | -9.2% | -44.2% |
| 3M | +26.2% | -56.3% | +82.5% | +27.9% |
| 6M | +123.2% | -88.7% | +211.9% | +121.7% |
| YTD | +196.0% | -97.0% | +292.9% | +201.8% |
| 1Y | +240.9% | -98.7% | +339.6% | +274.5% |
| All | +128.2% | -99.9% | +228.1% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling