+110.7%
FE vs IOVA
+28.7%
+82.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.4% |
| 7D | -1.1% | +1.9% | -3.0% | -1.3% |
| 30D | +4.6% | -44.1% | +48.8% | +6.4% |
| 3M | -0.8% | +28.9% | -29.7% | -2.6% |
| 6M | +7.3% | +125.7% | -118.4% | +2.4% |
| YTD | +8.3% | +199.3% | -190.9% | +1.5% |
| 1Y | +5.7% | +255.2% | -249.5% | -1.9% |
| 3Y | +49.0% | +106.8% | -57.8% | +35.1% |
| 5Y | +49.2% | -67.1% | +116.3% | +43.3% |
| 10Y | +110.7% | +16.7% | +94.0% | +96.7% |
| All | +110.7% | +28.7% | +82.0% | +96.7% |
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 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