-67.9%
IOVA vs BUD
+48.8%
-116.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.3% | +4.6% |
| 7D | -5.2% | +4.5% | -9.6% | -7.9% |
| 30D | -37.8% | +12.5% | -50.3% | -41.8% |
| 3M | +29.5% | 0.0% | +29.5% | +28.4% |
| 6M | +96.6% | +3.8% | +92.8% | +89.5% |
| YTD | +194.5% | +33.1% | +161.5% | +139.7% |
| 1Y | +248.1% | +35.5% | +212.5% | +179.4% |
| 3Y | +86.1% | +49.4% | +36.7% | +39.1% |
| All | -67.9% | +48.8% | -116.7% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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