+120.9%
FE vs IOVA
+12.2%
+108.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -0.5% | -8.5% | +8.0% | -0.2% |
| 30D | +4.3% | -44.7% | +49.1% | +6.1% |
| 3M | +0.4% | +26.2% | -25.9% | -1.4% |
| 6M | +6.9% | +123.2% | -116.3% | +2.0% |
| YTD | +8.0% | +196.0% | -188.0% | +1.1% |
| 1Y | +4.8% | +240.9% | -236.1% | -2.6% |
| 3Y | +49.0% | +103.5% | -54.6% | +34.9% |
| 5Y | +46.2% | -65.5% | +111.7% | +39.9% |
| 10Y | +120.9% | +7.0% | +113.9% | +104.1% |
| All | +120.9% | +12.2% | +108.7% | +104.1% |
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