+1.1%
IOVA vs BWA
+94.6%
-93.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.5% |
| 7D | -1.4% | +7.3% | -8.7% | -4.4% |
| 30D | -47.4% | -15.8% | -31.6% | -42.7% |
| 3M | +13.2% | -25.7% | +38.9% | +28.5% |
| 6M | +114.3% | -19.6% | +133.9% | +132.9% |
| YTD | +179.5% | +14.1% | +165.4% | +153.0% |
| 1Y | +200.4% | +12.2% | +188.2% | +173.6% |
| 3Y | +92.2% | +63.8% | +28.4% | +48.0% |
| 5Y | -63.8% | +28.7% | -92.5% | -70.5% |
| All | +1.1% | +94.6% | -93.6% | -36.2% |
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