+9.7%
IOVA vs BWA
+146.4%
-136.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.2% |
| 7D | +5.1% | +4.3% | +0.8% | +3.2% |
| 30D | +37.2% | -2.9% | +40.1% | +38.3% |
| 3M | +117.5% | -12.4% | +129.9% | +128.2% |
| 6M | +69.6% | +28.6% | +41.0% | +50.1% |
| YTD | +218.7% | +48.2% | +170.5% | +157.2% |
| 1Y | +265.5% | +50.9% | +214.6% | +191.9% |
| 3Y | +46.2% | +72.2% | -25.9% | +8.8% |
| 5Y | -63.2% | +91.1% | -154.3% | -74.6% |
| All | +9.7% | +146.4% | -136.7% | -40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling