+27.4%
FISV vs IOVA
+0.8%
+26.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.6% |
| 7D | +1.4% | -3.5% | +4.9% | +1.6% |
| 30D | +38.4% | -45.4% | +83.8% | +42.0% |
| 3M | +14.9% | +19.0% | -4.1% | +12.2% |
| 6M | +21.8% | +112.0% | -90.2% | +13.8% |
| YTD | -5.0% | +184.2% | -189.3% | -13.7% |
| 1Y | -1.2% | +222.0% | -223.2% | -11.1% |
| 3Y | -47.5% | +92.6% | -140.1% | -54.6% |
| 5Y | -36.7% | -63.2% | +26.4% | -41.2% |
| All | +27.4% | +0.8% | +26.6% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling