-92.0%
IOVA vs BWA
+239.5%
-331.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.7% | -0.1% |
| 7D | +9.7% | +5.7% | +4.1% | +7.2% |
| 30D | +102.5% | +1.4% | +101.1% | +100.1% |
| 3M | +100.7% | -12.1% | +112.8% | +109.7% |
| 6M | +106.3% | +28.6% | +77.8% | +82.9% |
| YTD | +222.0% | +51.1% | +170.9% | +159.2% |
| 1Y | +299.5% | +55.9% | +243.7% | +216.5% |
| 3Y | +42.9% | +70.1% | -27.2% | +8.3% |
| 5Y | -65.0% | +90.7% | -155.7% | -75.4% |
| 10Y | +10.3% | +154.0% | -143.7% | -37.6% |
| All | -92.0% | +239.5% | -331.5% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling