+144.3%
FE vs IOVA
-92.3%
+236.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.4% |
| 7D | -1.0% | -5.2% | +4.2% | -1.0% |
| 30D | +4.1% | -37.8% | +41.9% | +4.4% |
| 3M | -1.0% | +29.5% | -30.5% | -1.3% |
| 6M | +4.0% | +96.6% | -92.6% | +3.3% |
| YTD | +6.8% | +194.5% | -187.7% | +5.8% |
| 1Y | +5.3% | +248.1% | -242.8% | +4.1% |
| 3Y | +44.6% | +86.1% | -41.5% | +42.8% |
| 5Y | +44.2% | -67.8% | +112.0% | +43.0% |
| 10Y | +107.3% | +38.6% | +68.6% | +106.1% |
| All | +144.3% | -92.3% | +236.7% | +149.3% |
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