+4.6%
FE vs IOVA
+235.7%
-231.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.4% | -7.0% | +6.6% | -0.3% |
| 30D | +3.6% | -44.4% | +48.0% | +4.0% |
| 3M | +0.3% | +24.7% | -24.3% | -0.6% |
| 6M | +6.4% | +118.6% | -112.2% | +4.1% |
| YTD | +8.1% | +196.3% | -188.2% | +4.3% |
| 1Y | +4.6% | +205.3% | -200.7% | +0.8% |
| All | +4.6% | +235.7% | -231.1% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling