-55.5%
FIS vs IOVA
+12.2%
-67.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -27.4% | -8.5% | -18.9% | -27.0% |
| 30D | -16.8% | -44.7% | +27.9% | -14.3% |
| 3M | -32.6% | +26.2% | -58.9% | -35.0% |
| 6M | -33.4% | +123.2% | -156.6% | -39.1% |
| YTD | -56.0% | +196.0% | -252.0% | -61.2% |
| 1Y | -55.1% | +240.9% | -296.0% | -61.0% |
| 3Y | -41.4% | +103.5% | -144.9% | -51.5% |
| 5Y | -72.7% | -65.5% | -7.2% | -75.1% |
| 10Y | -55.5% | +7.0% | -62.5% | -63.6% |
| All | -55.5% | +12.2% | -67.7% | -63.6% |
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 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