+147.9%
FE vs IOVA
-92.6%
+240.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -11.0% | +10.9% | -0.1% |
| 7D | +0.6% | -19.0% | +19.6% | +0.7% |
| 30D | +6.4% | -40.3% | +46.7% | +6.7% |
| 3M | -0.5% | +78.3% | -78.8% | -1.0% |
| 6M | +4.7% | +94.5% | -89.7% | +4.1% |
| YTD | +8.4% | +183.5% | -175.1% | +7.3% |
| 1Y | +7.2% | +327.6% | -320.4% | +5.9% |
| 3Y | +44.9% | +83.8% | -39.0% | +43.1% |
| 5Y | +46.3% | -69.0% | +115.3% | +45.1% |
| 10Y | +110.3% | +33.4% | +76.8% | +109.1% |
| All | +147.9% | -92.6% | +240.5% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling