-62.2%
FIS vs IOVA
-64.9%
+2.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -2.0% | -1.0% |
| 7D | +1.1% | +9.7% | -8.7% | +0.5% |
| 30D | -2.2% | +102.5% | -104.8% | -6.9% |
| 3M | +2.1% | +100.7% | -98.5% | -3.1% |
| 6M | -14.7% | +106.3% | -121.0% | -19.7% |
| YTD | -35.7% | +222.0% | -257.7% | -41.7% |
| 1Y | -37.1% | +299.5% | -336.6% | -44.2% |
| 3Y | -20.0% | +42.9% | -62.9% | -30.0% |
| All | -62.2% | -64.9% | +2.7% | -64.9% |
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