+70.0%
FDX vs IOVA
-67.9%
+137.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -2.9% |
| 7D | -1.6% | -5.2% | +3.5% | -1.4% |
| 30D | +6.6% | -37.8% | +44.4% | +8.5% |
| 3M | -2.1% | +29.5% | -31.5% | -4.8% |
| 6M | +2.2% | +96.6% | -94.4% | -4.1% |
| YTD | +33.9% | +194.5% | -160.6% | +21.3% |
| 1Y | +50.2% | +248.1% | -197.8% | +34.2% |
| 3Y | +65.5% | +86.1% | -20.6% | +44.3% |
| All | +70.0% | -67.9% | +137.9% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling