+1,092.8%
FERG vs IOVA
-91.6%
+1,184.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.3% |
| 7D | 0.0% | +9.7% | -9.8% | -0.2% |
| 30D | -10.2% | +102.5% | -112.7% | -11.1% |
| 3M | -0.6% | +100.7% | -101.3% | -1.7% |
| 6M | -6.5% | +106.3% | -112.9% | -7.7% |
| YTD | +4.2% | +222.0% | -217.8% | +2.2% |
| 1Y | -2.3% | +299.5% | -301.8% | -4.5% |
| 3Y | +48.5% | +42.9% | +5.6% | +45.6% |
| 5Y | +72.0% | -65.0% | +137.0% | +69.4% |
| 10Y | +369.9% | +10.3% | +359.6% | +356.2% |
| All | +1,092.8% | -91.6% | +1,184.4% | +1,023.8% |
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