+348.1%
FERG vs IOVA
+3.8%
+344.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.9% |
| 7D | -1.0% | -6.4% | +5.4% | -0.7% |
| 30D | -11.8% | +25.4% | -37.2% | -12.8% |
| 3M | -1.2% | +115.3% | -116.6% | -5.2% |
| 6M | -2.3% | +56.5% | -58.8% | -5.2% |
| YTD | +0.8% | +198.2% | -197.4% | -5.5% |
| 1Y | +0.5% | +242.0% | -241.5% | -6.8% |
| 3Y | +51.4% | +36.8% | +14.6% | +42.2% |
| 5Y | +67.5% | -64.3% | +131.7% | +58.6% |
| All | +348.1% | +3.8% | +344.3% | +293.6% |
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