-92.0%
IOVA vs BUD
+81.4%
-173.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +9.7% | +0.3% | +9.5% | +9.6% |
| 30D | +102.5% | -5.7% | +108.2% | +106.6% |
| 3M | +100.7% | +3.1% | +97.6% | +96.6% |
| 6M | +106.3% | +7.9% | +98.5% | +98.3% |
| YTD | +222.0% | +27.3% | +194.6% | +187.5% |
| 1Y | +299.5% | +37.8% | +261.7% | +244.5% |
| 3Y | +42.9% | +49.8% | -6.9% | +19.6% |
| 5Y | -65.0% | +43.8% | -108.8% | -70.6% |
| 10Y | +10.3% | -22.6% | +32.9% | +10.7% |
| All | -92.0% | +81.4% | -173.4% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling