-92.0%
IOVA vs BNS
+261.0%
-353.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.7% |
| 7D | +9.7% | +1.5% | +8.2% | +8.7% |
| 30D | +102.5% | +6.0% | +96.6% | +94.8% |
| 3M | +100.7% | +16.3% | +84.3% | +81.8% |
| 6M | +106.3% | +28.8% | +77.6% | +75.9% |
| YTD | +222.0% | +30.0% | +192.0% | +172.3% |
| 1Y | +299.5% | +50.7% | +248.8% | +208.0% |
| 3Y | +42.9% | +125.4% | -82.5% | -12.1% |
| 5Y | -65.0% | +94.2% | -159.2% | -77.0% |
| 10Y | +10.3% | +182.8% | -172.5% | -41.8% |
| All | -92.0% | +261.0% | -353.0% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling