+69.3%
FERG vs IOVA
-64.1%
+133.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.2% |
| 7D | +0.9% | -2.2% | +3.1% | +1.0% |
| 30D | -15.1% | +31.7% | -46.8% | -16.8% |
| 3M | -4.8% | +117.3% | -122.1% | -10.8% |
| 6M | -2.5% | +55.8% | -58.3% | -6.9% |
| YTD | +1.8% | +208.8% | -207.0% | -8.3% |
| 1Y | -0.3% | +255.7% | -256.0% | -11.8% |
| 3Y | +52.9% | +41.7% | +11.2% | +37.3% |
| 5Y | +69.3% | -64.9% | +134.2% | +55.6% |
| All | +69.3% | -64.1% | +133.4% | +55.6% |
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 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