+181.9%
FANG vs IOVA
+9.7%
+172.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.7% |
| 7D | +2.9% | -2.2% | +5.0% | +3.0% |
| 30D | +2.6% | +27.6% | -25.0% | +0.4% |
| 3M | +7.6% | +117.2% | -109.6% | -0.4% |
| 6M | +17.3% | +77.7% | -60.4% | +9.4% |
| YTD | +38.7% | +215.0% | -176.3% | +21.6% |
| 1Y | +51.6% | +255.4% | -203.7% | +30.3% |
| 3Y | +50.0% | +42.6% | +7.3% | +27.3% |
| 5Y | +237.6% | -62.2% | +299.8% | +208.2% |
| All | +181.9% | +9.7% | +172.2% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling