+123.4%
FE vs IOVA
+0.8%
+122.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | +1.2% | -3.5% | +4.7% | +1.4% |
| 30D | +4.5% | -45.4% | +49.9% | +6.4% |
| 3M | +1.3% | +19.0% | -17.7% | -0.2% |
| 6M | +8.7% | +112.0% | -103.4% | +3.9% |
| YTD | +9.2% | +184.2% | -175.0% | +2.4% |
| 1Y | +7.0% | +222.0% | -215.0% | -0.4% |
| 3Y | +51.4% | +92.6% | -41.2% | +37.4% |
| 5Y | +47.7% | -63.2% | +110.9% | +40.5% |
| All | +123.4% | +0.8% | +122.6% | +106.8% |
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