+104.2%
FE vs IOVA
+34.0%
+70.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.6% |
| 7D | 0.0% | -5.2% | +5.2% | +0.1% |
| 30D | +5.2% | -37.8% | +43.0% | +6.5% |
| 3M | 0.0% | +29.5% | -29.5% | -1.8% |
| 6M | +5.0% | +96.6% | -91.5% | +0.8% |
| YTD | +7.9% | +194.5% | -186.6% | +1.2% |
| 1Y | +6.3% | +248.1% | -241.7% | -1.0% |
| 3Y | +46.0% | +86.1% | -40.1% | +33.2% |
| 5Y | +45.6% | -67.8% | +113.5% | +40.1% |
| All | +104.2% | +34.0% | +70.2% | +97.9% |
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