+2.8%
IOVA vs BTG
+164.8%
-162.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | -3.5% | -9.1% | +5.6% | -1.9% |
| 30D | -45.4% | -1.6% | -43.8% | -45.2% |
| 3M | +19.0% | -2.8% | +21.8% | +19.7% |
| 6M | +112.0% | -7.6% | +119.6% | +113.5% |
| YTD | +184.2% | +10.2% | +174.0% | +176.3% |
| 1Y | +222.0% | +21.3% | +200.7% | +208.8% |
| 3Y | +92.6% | +82.7% | +9.9% | +71.8% |
| 5Y | -63.2% | +30.8% | -94.0% | -66.5% |
| All | +2.8% | +164.8% | -162.0% | -0.1% |
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