-92.0%
IOVA vs IBN
+277.7%
-369.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.3% |
| 7D | +9.7% | +1.4% | +8.3% | +9.3% |
| 30D | +102.5% | -0.3% | +102.9% | +102.8% |
| 3M | +100.7% | +17.1% | +83.6% | +91.8% |
| 6M | +106.3% | +3.4% | +102.9% | +104.5% |
| YTD | +222.0% | +2.5% | +219.4% | +219.6% |
| 1Y | +299.5% | -4.2% | +303.7% | +302.7% |
| 3Y | +42.9% | +32.4% | +10.5% | +32.1% |
| 5Y | -65.0% | +59.2% | -124.2% | -69.4% |
| 10Y | +10.3% | +345.7% | -335.4% | -28.8% |
| All | -92.0% | +277.7% | -369.7% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling