+4.1%
IOVA vs BNS
+188.9%
-184.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.2% |
| 7D | -2.2% | -0.4% | -1.8% | -1.9% |
| 30D | +27.6% | +3.5% | +24.1% | +24.1% |
| 3M | +117.2% | +14.1% | +103.1% | +96.6% |
| 6M | +77.7% | +33.8% | +43.9% | +44.5% |
| YTD | +215.0% | +29.5% | +185.6% | +160.6% |
| 1Y | +255.4% | +48.4% | +207.0% | +166.3% |
| 3Y | +42.6% | +129.6% | -87.0% | -19.6% |
| 5Y | -62.2% | +96.1% | -158.3% | -77.0% |
| All | +4.1% | +188.9% | -184.8% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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