-23.6%
FIS vs IOVA
+50.0%
-73.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.9% |
| 7D | -3.5% | +5.1% | -8.5% | -3.7% |
| 30D | -7.8% | +37.2% | -45.1% | -9.3% |
| 3M | +0.8% | +117.5% | -116.7% | -3.5% |
| 6M | -21.9% | +69.6% | -91.5% | -24.6% |
| YTD | -39.5% | +218.7% | -258.2% | -43.9% |
| 1Y | -41.0% | +265.5% | -306.5% | -46.0% |
| 3Y | -23.6% | +46.2% | -69.8% | -36.5% |
| All | -23.6% | +50.0% | -73.6% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling