+65.8%
FDX vs IOVA
+44.8%
+21.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | -2.5% | +9.7% | -12.3% | -3.0% |
| 30D | +3.8% | +102.5% | -98.7% | -0.7% |
| 3M | -1.3% | +100.7% | -102.0% | -5.9% |
| 6M | +5.0% | +106.3% | -101.3% | -0.7% |
| YTD | +39.6% | +222.0% | -182.3% | +27.6% |
| 1Y | +81.1% | +299.5% | -218.4% | +61.9% |
| All | +65.8% | +44.8% | +21.0% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling