+1,422.9%
FANG vs IOVA
-71.9%
+1,494.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.6% |
| 7D | -0.4% | -2.2% | +1.8% | -0.3% |
| 30D | +2.4% | +31.7% | -29.3% | +1.5% |
| 3M | +4.9% | +117.3% | -112.4% | +2.0% |
| 6M | +12.0% | +55.8% | -43.8% | +9.7% |
| YTD | +37.1% | +208.8% | -171.7% | +31.0% |
| 1Y | +52.3% | +255.7% | -203.4% | +44.5% |
| 3Y | +45.0% | +41.7% | +3.3% | +37.6% |
| 5Y | +231.0% | -64.9% | +295.9% | +220.2% |
| 10Y | +177.5% | +6.3% | +171.2% | +160.7% |
| All | +1,422.9% | -71.9% | +1,494.8% | +1,233.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling