-67.6%
IOVA vs BWA
+27.1%
-94.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.7% | +1.2% | +2.5% |
| 7D | -5.2% | -5.5% | +0.3% | -2.3% |
| 30D | -37.8% | -21.7% | -16.0% | -28.9% |
| 3M | +29.5% | -25.6% | +55.1% | +49.5% |
| 6M | +96.6% | -17.4% | +114.0% | +112.4% |
| YTD | +194.5% | +9.2% | +185.3% | +161.9% |
| 1Y | +248.1% | +9.7% | +238.3% | +207.8% |
| 3Y | +86.1% | +54.6% | +31.5% | +33.8% |
| All | -67.6% | +27.1% | -94.7% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling