-83.2%
FIG vs IOVA
+196.2%
-279.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.7% |
| 7D | +3.4% | -3.5% | +6.9% | +3.6% |
| 30D | -9.5% | -45.4% | +35.9% | -7.6% |
| 3M | -26.2% | +19.0% | -45.2% | -25.8% |
| 6M | +2.7% | +112.0% | -109.3% | -1.3% |
| YTD | -48.0% | +184.2% | -232.2% | -53.2% |
| 1Y | -52.0% | +222.0% | -274.0% | -57.9% |
| All | -83.2% | +196.2% | -279.3% | -85.8% |
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 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