-92.2%
IOVA vs BRKR
+269.4%
-361.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | -2.2% | -8.7% | +6.5% | +1.3% |
| 30D | +27.6% | -9.9% | +37.4% | +32.9% |
| 3M | +117.2% | -3.1% | +120.3% | +114.0% |
| 6M | +77.7% | +45.5% | +32.2% | +43.7% |
| YTD | +215.0% | +13.7% | +201.3% | +178.8% |
| 1Y | +255.4% | +67.4% | +187.9% | +162.4% |
| 3Y | +42.6% | -13.2% | +55.8% | +37.4% |
| 5Y | -62.2% | -39.5% | -22.8% | -59.9% |
| 10Y | +8.4% | +153.5% | -145.0% | -23.3% |
| All | -92.2% | +269.4% | -361.6% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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