-71.4%
FIS vs IOVA
-67.9%
-3.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.4% |
| 7D | -25.5% | -5.2% | -20.3% | -25.3% |
| 30D | -15.1% | -37.8% | +22.7% | -13.7% |
| 3M | -32.1% | +29.5% | -61.6% | -34.2% |
| 6M | -36.1% | +96.6% | -132.6% | -40.2% |
| YTD | -55.4% | +194.5% | -249.9% | -59.8% |
| 1Y | -53.9% | +248.1% | -301.9% | -59.1% |
| 3Y | -39.8% | +86.1% | -125.9% | -48.9% |
| All | -71.4% | -67.9% | -3.5% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling