-64.3%
IOVA vs BR
+7.7%
-71.9%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | -6.4% | -6.0% | -0.5% | -4.0% |
| 30D | +25.4% | -0.9% | +26.3% | +25.7% |
| 3M | +115.3% | +16.4% | +99.0% | +99.8% |
| 6M | +56.5% | -8.2% | +64.7% | +63.1% |
| YTD | +198.2% | -23.2% | +221.4% | +239.9% |
| 1Y | +242.0% | -30.9% | +272.9% | +314.5% |
| 3Y | +36.8% | -5.0% | +41.8% | +35.3% |
| 5Y | -64.3% | +8.8% | -73.0% | -70.2% |
| All | -64.3% | +7.7% | -71.9% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling