+55.0%
FERG vs IOVA
+50.0%
+5.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | +3.4% | +5.1% | -1.7% | +3.1% |
| 30D | -11.5% | +37.2% | -48.7% | -13.5% |
| 3M | +1.3% | +117.5% | -116.2% | -5.2% |
| 6M | -1.0% | +69.6% | -70.6% | -6.1% |
| YTD | +3.2% | +218.7% | -215.5% | -7.8% |
| 1Y | -3.0% | +265.5% | -268.5% | -14.9% |
| 3Y | +55.0% | +46.2% | +8.8% | +39.1% |
| All | +55.0% | +50.0% | +5.0% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling