+7.0%
IOVA vs BWA
+95.2%
-88.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.3% |
| 7D | -8.5% | -2.4% | -6.1% | -7.4% |
| 30D | -44.7% | -17.7% | -27.0% | -39.2% |
| 3M | +26.2% | -27.0% | +53.2% | +44.3% |
| 6M | +123.2% | -17.3% | +140.5% | +139.5% |
| YTD | +196.0% | +12.9% | +183.1% | +169.2% |
| 1Y | +240.9% | +12.9% | +228.0% | +209.6% |
| 3Y | +103.5% | +62.1% | +41.4% | +57.5% |
| 5Y | -65.5% | +30.7% | -96.2% | -72.1% |
| 10Y | +7.0% | +89.2% | -82.2% | -31.7% |
| All | +7.0% | +95.2% | -88.2% | -31.7% |
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