-80.3%
FIG vs IOVA
+232.1%
-312.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.7% | -5.7% |
| 7D | -16.4% | +5.1% | -21.4% | -16.4% |
| 30D | -2.3% | +37.2% | -39.5% | -2.7% |
| 3M | +7.8% | +117.5% | -109.7% | +4.5% |
| 6M | -21.8% | +69.6% | -91.4% | -22.2% |
| YTD | -39.1% | +218.7% | -257.8% | -45.7% |
| 1Y | -56.6% | +265.5% | -322.2% | -63.5% |
| All | -80.3% | +232.1% | -312.4% | -83.5% |
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