+156.3%
FDX vs IOVA
+28.7%
+127.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.4% |
| 7D | +0.2% | +1.9% | -1.7% | 0.0% |
| 30D | +9.3% | -44.1% | +53.4% | +12.7% |
| 3M | +0.5% | +28.9% | -28.4% | -3.0% |
| 6M | +5.3% | +125.7% | -120.4% | -3.5% |
| YTD | +38.6% | +199.3% | -160.7% | +22.6% |
| 1Y | +53.5% | +255.2% | -201.7% | +33.6% |
| 3Y | +74.2% | +106.8% | -32.6% | +46.2% |
| 5Y | +75.3% | -67.1% | +142.3% | +61.3% |
| 10Y | +156.3% | +16.7% | +139.5% | +109.6% |
| All | +156.3% | +28.7% | +127.6% | +109.6% |
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