+153.4%
FDX vs IOVA
+12.2%
+141.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +0.5% | -8.5% | +9.0% | +1.0% |
| 30D | +9.5% | -44.7% | +54.3% | +13.0% |
| 3M | -1.3% | +26.2% | -27.6% | -4.6% |
| 6M | +5.5% | +123.2% | -117.7% | -3.2% |
| YTD | +38.9% | +196.0% | -157.1% | +22.9% |
| 1Y | +58.8% | +240.9% | -182.1% | +38.6% |
| 3Y | +71.1% | +103.5% | -32.4% | +43.8% |
| 5Y | +76.3% | -65.5% | +141.8% | +61.5% |
| 10Y | +153.4% | +7.0% | +146.4% | +107.8% |
| All | +153.4% | +12.2% | +141.2% | +107.8% |
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