-39.8%
FIS vs IOVA
+85.3%
-125.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.4% |
| 7D | -25.5% | -5.2% | -20.3% | -25.4% |
| 30D | -15.1% | -37.8% | +22.7% | -14.2% |
| 3M | -32.1% | +29.5% | -61.6% | -33.7% |
| 6M | -36.1% | +96.6% | -132.6% | -39.2% |
| YTD | -55.4% | +194.5% | -249.9% | -58.8% |
| 1Y | -53.9% | +248.1% | -301.9% | -57.9% |
| 3Y | -39.8% | +86.1% | -125.9% | -49.7% |
| All | -39.8% | +85.3% | -125.0% | -49.7% |
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