+299.5%
IOVA vs BWA
+59.1%
+240.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.7% | +0.7% |
| 7D | +9.7% | +5.7% | +4.1% | +8.9% |
| 30D | +102.5% | +1.4% | +101.1% | +101.8% |
| 3M | +100.7% | -12.1% | +112.8% | +105.6% |
| 6M | +106.3% | +28.6% | +77.8% | +98.6% |
| YTD | +222.0% | +51.1% | +170.9% | +196.5% |
| 1Y | +299.5% | +55.9% | +243.7% | +264.8% |
| All | +299.5% | +59.1% | +240.5% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling