+106.8%
IOVA vs BWA
+65.3%
+41.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.8% | -1.3% |
| 7D | +1.9% | -0.6% | +2.5% | +2.3% |
| 30D | -44.1% | -16.1% | -28.0% | -38.1% |
| 3M | +28.9% | -24.6% | +53.5% | +48.5% |
| 6M | +125.7% | -15.7% | +141.4% | +140.2% |
| YTD | +199.3% | +15.1% | +184.2% | +145.0% |
| 1Y | +255.2% | +15.9% | +239.4% | +188.3% |
| 3Y | +106.8% | +67.1% | +39.7% | +11.6% |
| All | +106.8% | +65.3% | +41.5% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling