+36.7%
FIS vs IOVA
-92.3%
+129.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.3% |
| 7D | -25.5% | -5.2% | -20.3% | -25.4% |
| 30D | -15.1% | -37.8% | +22.7% | -14.6% |
| 3M | -32.1% | +29.5% | -61.6% | -32.7% |
| 6M | -36.1% | +96.6% | -132.6% | -37.3% |
| YTD | -55.4% | +194.5% | -249.9% | -56.7% |
| 1Y | -53.9% | +248.1% | -301.9% | -55.4% |
| 3Y | -39.8% | +86.1% | -125.9% | -42.0% |
| 5Y | -71.1% | -67.8% | -3.3% | -71.8% |
| 10Y | -53.8% | +38.6% | -92.4% | -55.6% |
| All | +36.7% | -92.3% | +129.1% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling