+637.5%
FITB vs IOVA
-92.2%
+729.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.5% |
| 7D | -1.1% | +1.9% | -3.0% | -1.2% |
| 30D | +7.3% | -44.1% | +51.5% | +8.4% |
| 3M | -4.0% | +28.9% | -32.9% | -5.0% |
| 6M | +11.9% | +125.7% | -113.8% | +8.9% |
| YTD | +19.0% | +199.3% | -180.3% | +14.7% |
| 1Y | +31.0% | +255.2% | -224.2% | +25.7% |
| 3Y | +143.8% | +106.8% | +36.9% | +132.6% |
| 5Y | +48.9% | -67.1% | +115.9% | +44.9% |
| 10Y | +236.6% | +16.7% | +219.9% | +221.6% |
| All | +637.5% | -92.2% | +729.7% | +595.4% |
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