+631.2%
FITB vs IOVA
-92.7%
+724.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.7% | +4.8% | -0.8% |
| 7D | +0.8% | -1.4% | +2.3% | +0.9% |
| 30D | +7.3% | -47.4% | +54.7% | +8.6% |
| 3M | -6.3% | +13.2% | -19.5% | -7.0% |
| 6M | +12.6% | +114.3% | -101.8% | +9.7% |
| YTD | +18.0% | +179.5% | -161.5% | +13.9% |
| 1Y | +28.9% | +200.4% | -171.5% | +24.1% |
| 3Y | +139.4% | +92.2% | +47.2% | +128.8% |
| 5Y | +47.2% | -63.8% | +111.0% | +43.1% |
| 10Y | +213.0% | +0.4% | +212.6% | +199.6% |
| All | +631.2% | -92.7% | +724.0% | +590.6% |
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 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