+46.3%
FE vs IOVA
-67.9%
+114.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.5% |
| 7D | -1.0% | -5.2% | +4.2% | -1.0% |
| 30D | +4.1% | -37.8% | +41.9% | +4.8% |
| 3M | -1.0% | +29.5% | -30.5% | -2.0% |
| 6M | +4.0% | +96.6% | -92.6% | +1.7% |
| YTD | +6.8% | +194.5% | -187.7% | +3.2% |
| 1Y | +5.3% | +248.1% | -242.8% | +1.3% |
| 3Y | +44.6% | +86.1% | -41.5% | +38.2% |
| All | +46.3% | -67.9% | +114.2% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling