-92.7%
IOVA vs IBN
+334.8%
-427.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.5% |
| 7D | -8.5% | +15.8% | -24.3% | -12.5% |
| 30D | -44.7% | +25.1% | -69.8% | -48.6% |
| 3M | +26.2% | +16.0% | +10.3% | +20.1% |
| 6M | +123.2% | +32.8% | +90.4% | +104.3% |
| YTD | +196.0% | +18.0% | +177.9% | +180.1% |
| 1Y | +240.9% | +15.9% | +225.0% | +224.4% |
| 3Y | +103.5% | +57.6% | +45.9% | +77.5% |
| 5Y | -65.5% | +74.7% | -140.2% | -70.9% |
| 10Y | +7.0% | +373.9% | -366.9% | -32.6% |
| All | -92.7% | +334.8% | -427.4% | -95.4% |
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 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