+4.1%
IOVA vs BTG
+159.3%
-155.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.6% |
| 7D | -2.2% | -3.8% | +1.6% | -1.6% |
| 30D | +27.6% | +3.6% | +24.0% | +26.9% |
| 3M | +117.2% | +32.0% | +85.2% | +106.9% |
| 6M | +77.7% | +3.4% | +74.3% | +74.7% |
| YTD | +215.0% | +20.8% | +194.2% | +202.1% |
| 1Y | +255.4% | +22.4% | +233.0% | +239.2% |
| 3Y | +42.6% | +91.7% | -49.1% | +26.6% |
| 5Y | -62.2% | +79.0% | -141.2% | -66.4% |
| All | +4.1% | +159.3% | -155.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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