-79.1%
FIG vs IOVA
+235.5%
-314.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.4% |
| 7D | -16.3% | +9.7% | -26.0% | -16.4% |
| 30D | -14.3% | +102.5% | -116.9% | -15.4% |
| 3M | +7.2% | +100.7% | -93.5% | +4.9% |
| 6M | -18.6% | +106.3% | -125.0% | -21.4% |
| YTD | -35.5% | +222.0% | -257.4% | -42.5% |
| 1Y | -55.8% | +299.5% | -355.3% | -62.4% |
| All | -79.1% | +235.5% | -314.6% | -82.6% |
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 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