+638.3%
FITB vs IOVA
-91.6%
+729.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | +0.6% | +9.7% | -9.1% | +0.4% |
| 30D | -4.7% | +102.5% | -107.3% | -6.5% |
| 3M | +6.7% | +100.7% | -94.0% | +4.6% |
| 6M | +12.6% | +106.3% | -93.8% | +10.1% |
| YTD | +19.1% | +222.0% | -202.9% | +15.1% |
| 1Y | +22.6% | +299.5% | -276.9% | +17.7% |
| 3Y | +127.1% | +42.9% | +84.2% | +118.9% |
| 5Y | +71.8% | -65.0% | +136.8% | +67.6% |
| 10Y | +287.2% | +10.3% | +276.9% | +271.1% |
| All | +638.3% | -91.6% | +729.9% | +598.0% |
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