-67.1%
IOVA vs IBN
+70.2%
-137.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +0.8% |
| 7D | +1.9% | +14.6% | -12.7% | -5.5% |
| 30D | -44.1% | +23.5% | -67.6% | -50.8% |
| 3M | +28.9% | +14.0% | +14.9% | +18.9% |
| 6M | +125.7% | +31.1% | +94.6% | +92.4% |
| YTD | +199.3% | +16.6% | +182.7% | +171.4% |
| 1Y | +255.2% | +14.9% | +240.3% | +224.9% |
| 3Y | +106.8% | +56.9% | +50.0% | +55.7% |
| 5Y | -67.1% | +69.7% | -136.7% | -76.4% |
| All | -67.1% | +70.2% | -137.3% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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